On the indirect approaches for CARMA model identification
From MaRDI portal
Publication:2467508
DOI10.1016/J.AUTOMATICA.2007.01.007zbMATH Open1130.93431OpenAlexW2141631109MaRDI QIDQ2467508FDOQ2467508
Publication date: 21 January 2008
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2007.01.007
Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Semidefinite Programming
- Fast projection methods for minimal design problems in linear system theory
- On covariance function tests used in system identification
- On the Kalman-Yakubovich-Popov lemma
- Sampling zeros and the Euler-Frobenius polynomials
- Optimal instrumental variable estimates of the AR parameters of an ARMA process
- A System Theory Criterion for Positive Real Matrices
- Discrete-time stochastic systems. Estimation and control.
- An overview of important practical aspects of continuous-time ARMA system identification
- Sampling in digital signal processing and control
- Subspace algorithms for the stochastic identification problem
- Limit results for sampled systems
- Computing stochastic continuous-time models from ARMA models
- Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs
- Sensor array processing based on subspace fitting
- Identification of continuous-time AR processes from unevenly sampled data
- Approximate maximum-likelihood approach to ARMA spectral estimation
- Performance evaluation of methods for identifying continuous-time autoregressive processes
- Vector ARMA estimation: A reliable subspace approach
- Modeling continuous-time processes via input-to-state filters
- Limiting sampling results for continuous-time ARMA systems
- Relative zero location for second-order sampled systems
- On zero locations for sampled stochastic systems
Cited In (1)
This page was built for publication: On the indirect approaches for CARMA model identification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2467508)