On the Unique Identification of Continuous-Time Autoregressive Models From Sampled Data

DOI10.1109/TSP.2013.2296879MaRDI QIDQ4579056zbMATH OpenOpenAlexFDO

Authors Hagai Kirshner, M. Unser, J. Ward

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2013.2296879

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

Cited in

(5)

• Identification of continuous-time AR processes from unevenly sampled data
• High-Accuracy Instrumental Variable Identification of Continuous-Time Autoregressive Processes From Irregularly Sampled Noisy Data
• A recursive algorithm for estimating multiple models continuous transfer function with non-uniform sampling
• Stationary Gaussian Markov processes as limits of stationary autoregressive time series
• A generalization of the ARIMA model to the nonlinear and continuous cases

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