Computing stochastic continuous-time models from ARMA models

DOI10.1080/00207179108953677zbMATH Open0733.93049OpenAlexW2069104034MaRDI QIDQ3360751FDOQ3360751

Torsten Söderström

Publication date: 1991

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179108953677

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zbMATH Keywords

numerical examplescontinuous-timecontinuous-time stochastic model

Mathematics Subject Classification ID

Model systems in control theory (93C99)

Cites Work

• Computing integrals involving the matrix exponential
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• Title not available (Why is that?)
• Identification of continuous-time multivariable systems from sampled data†

Cited In (7)

• Title not available (Why is that?)
• Modeling continuous-time processes via input-to-state filters
• Title not available (Why is that?)
• The Correspondence Between Stochastic Linear Difference and Differential Equations
• A variational integrators approach to second order modeling and identification of linear mechanical systems
• Limiting sampling results for continuous-time ARMA systems
• On the indirect approaches for CARMA model identification

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