Editor's note: As the following article is a chapter (Chapter 8) from David Koenig's book, Practical Control Engineering: Guide for Engineers, Managers, and Practitioners (MATLAB Examples) (McGraw ...
Continuous-Time Autoregressive Moving Average (CARMA) processes extend the classical discrete-time ARMA framework to continuous time, offering a flexible modelling approach for phenomena where ...
to speed up the construction of the discrete-time model by turning to Newton-type methods for solving the Schrödinger system (in the next section, we show numerically that a mixed Newton–Sinkhorn ...