Partial Moments in Continuous Time

InPartial moments in continuous-time this chapter, we extend the principle discussed in the previous introductory example to encompass the general case of a linear time-invariant continuous-time system with any order. To accomplish this, we introduce a fundamental matrix equationFundamental matrix equation and demonstrate its equivalence to filtering the data through a particular embedded FIR filterEmbedded FIR filter. These interesting properties are exploited to implement the algebraic approachAlgebraic approach in Chap.  5 and develop new methods for the parametric estimation of subspace approachesSubspace approaches (Chap.  6 ) and linear parameter-varying modelsLinear parameter varying model (Chap.  7 ) within the continuous-time framework.