Discrete Models for Estimating General Linear Continuous Time Systems
推导了用于估计一阶和二阶线性微分方程系统的离散模型,这些模型不仅包含外生变量的水平值,还包含其导数。
This paper derives discrete models for estimating systems of both first- and second-order linear differential equations in which derivatives of the exogenous variables appear in addition to their levels.