Abstract: This article addresses the interval estimation problem for continuous systems with process disturbance and measurement noise under multirate discrete measurements. First, a dynamic observer ...

Abstract: This paper investigates interval estimation for continuous-time linear time-invariant systems with discrete measurements. To obtain a reliable interval estimation, a novel interval ...

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter ...

Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.