Frequency-domain identification of continuous-time ARMA models from sampled data
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Publication:2391320
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- scientific article; zbMATH DE number 3928146
- Frequency domain identification of continuous-time output error models. I: Uniformly sampled data and frequency function approximation
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Cited in
(17)- Frequency domain identification of continuous-time output error models. I: Uniformly sampled data and frequency function approximation
- A closed-form ARMA-based ML-estimator of a single-tone frequency
- An overview of important practical aspects of continuous-time ARMA system identification
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- Frequency domain identification of continuous-time output error models. II: Non-uniformly sampled data and B-spline output approximation
- Spectral density based estimation of continuous-time ARMAX process parameters
- A Sampling Theory Approach for Continuous ARMA Identification
- Identification of continuous-time AR processes from unevenly sampled data
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
- Limiting sampling results for continuous-time ARMA systems
- EM-based identification of continuous-time ARMA models from irregularly sampled data
- On the indirect approaches for CARMA model identification
- High-frequency sampling of a continuous-time ARMA process
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