Least squares parameter estimation of continuous-time ARX models from discrete-time data

DOI10.1109/9.580871MaRDI QIDQ4362296zbMATH OpenOpenAlexFDO

Authors Bengt Carlsson, Stefano Bigi, Torsten Söderström, Howard Fan

Publication date 1997

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.580871

zbMATH Keywords

ARX modelsbias compensationderivative approximationleast-squares methodlinear regressionsamplingtime series

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(19)

• A new least-squares approach to differintegration modeling
• Identification of continuous-time AR processes from unevenly sampled data
• Regularization aspects in continuous-time model identification
• Performance evaluation of methods for identifying continuous-time autoregressive processes
• Computationally efficient identification of continuous-time Lur'e-type systems with stability guarantees
• A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data
• Modelling and identification of nonlinear deterministic systems in the delta-domain
• Box-Jenkins identification revisited. I: Theory
• Estimation of continuous-time AR process parameters from discrete-time data
• An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models
• Consistent recursive parameter estimation of partial differential equation models
• Adaptive control of continuous time stochastic systems
• A variational integrators approach to second order modeling and identification of linear mechanical systems
• Identification of parametric models with a priori knowledge of process properties
• Predictive control of fast-sampled systems using the delta-operator
• Discrete identification of continuous non-linear andnon-stationary dynamical systems that is insensitive to noise correlation and measurement outliers
• Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data
• Identification for ARX models with multiple unknown noise variances: a multitask expectation maximization approach
• Data-driven integral parameterized predictive control with disturbance compensation for space combination attitude takeover after capture

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