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)

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)

Recommendations

• Frequency-domain identification of continuous-time ARMA models from sampled data
• EM-based identification of continuous-time ARMA models from irregularly sampled data
• Limiting sampling results for continuous-time ARMA systems
• Identification of Continuous-Time ARX Models From Irregularly Sampled Data
• Identification of continuous-time AR processes from unevenly sampled data
• An overview of important practical aspects of continuous-time ARMA system identification
• High-frequency sampling of a continuous-time ARMA process
• scientific article; zbMATH DE number 3909578
• scientific article; zbMATH DE number 3928146

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

This page was built for publication: A Sampling Theory Approach for Continuous ARMA Identification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4573223)