A Sampling Theory Approach for Continuous ARMA Identification

DOI10.1109/TSP.2011.2161983MaRDI QIDQ4573223zbMATH OpenFDO

Authors Hagai Kirshner, Simona Maggio, M. Unser

Publication date 18 July 2018

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

Full work available at URL https://doi.org/10.1109/TSP.2011.2161983

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)

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Cited in

(7)

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

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