On the indirect approaches for CARMA model identification

DOI10.1016/J.AUTOMATICA.2007.01.007zbMATH Open1130.93431OpenAlexW2141631109MaRDI QIDQ2467508FDOQ2467508

Authors: Kaushik Mahata, Minyue Fu 

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

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zbMATH Keywords

identificationsolvabilitystochastic processcontinuous-timeCARMA modelindirect approach

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cites Work

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• 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 (2)

• A variational integrators approach to second order modeling and identification of linear mechanical systems
• On embedded FIR filter models for identifying continuous-time and discrete-time transfer functions: the RPM approach

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