Frequency-domain identification of continuous-time ARMA models from sampled data

DOI10.1016/J.AUTOMATICA.2009.01.016zbMATH Open1166.93027DBLPjournals/automatica/GillbergL09OpenAlexW2089575320WikidataQ59591869 ScholiaQ59591869MaRDI QIDQ2391320FDOQ2391320

Authors: Jonas Gillberg, Lennart Ljung 

Publication date: 24 July 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.01.016

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zbMATH Keywords

system identificationcontinuous time systemsfrequency domainstime-series analysisARMA parameter estimation

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Time-scale analysis and singular perturbations in control/observation systems (93C70) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

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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
• Title not available (Why is that?)
• Adaptive Control and Signal Processing: literature survey (No. 14)
• Reduced-Order Parameter Estimation for Continuous Systems From Sampled Data
• Identification with stochastic sampling time jitter
• The role of parameter constraints in EE and OE methods for optimal identification of continuous LTI models
• 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

Uses Software

• System Identification Toolbox

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