Recursive estimation of impulse response function using covariance information in linear continuous stochastic systems

Seiichi Nakamori. Recursive estimation of impulse response function using covariance information in linear continuous stochastic systems. Applied Mathematics and Computation, 131(2-3):339-347, 2002. [doi]

@article{Nakamori02,
  title = {Recursive estimation of impulse response function using covariance information in linear continuous stochastic systems},
  author = {Seiichi Nakamori},
  year = {2002},
  doi = {10.1016/S0096-3003(01)00149-7},
  url = {http://dx.doi.org/10.1016/S0096-3003(01)00149-7},
  researchr = {https://researchr.org/publication/Nakamori02},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {131},
  number = {2-3},
  pages = {339-347},
}