A Sampling Theory Approach for Continuous ARMA Identification

DOI10.1109/TSP.2011.2161983zbMATH Open1392.94719MaRDI QIDQ4573223FDOQ4573223

Authors: Hagai Kirshner, Simona Maggio, M. Unser 

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

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Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12) Sampling theory in information and communication theory (94A20)

Cited In (6)

• Robust and nonlinear control literature survey (No. 27)
• Frequency-domain identification of continuous-time ARMA models from sampled data
• A new recursive estimation method for single input single output models
• Identification of continuous-time AR processes from unevenly sampled data
• EM-based identification of continuous-time ARMA models from irregularly sampled data
• High-frequency sampling of a continuous-time ARMA process

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