Identification of continuous-time AR processes from unevenly sampled data

DOI10.1016/S0005-1098(01)00244-8zbMath1004.93013OpenAlexW2085802878MaRDI QIDQ1613177

Erik K. Larsson, Torsten Söderström

Publication date: 5 September 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00244-8

zbMATH Keywords

system identificationconsistent estimatessampled dataleast-squares methodsautoregressive processuneven sampling

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24) Sampled-data control/observation systems (93C57)

Related Items

Modeling continuous-time processes via input-to-state filters, Fuzzy modeling of non-uniformly sampling nonlinear systems based on clustering method and convergence analysis, Modal identification of system driven by Lévy random excitation based on continuous time AR model, Identification of linear continuous-time systems under irregular and random output sampling, On the indirect approaches for CARMA model identification, On a state-space modelling for functional data, Kalman filter-based identification for systems with randomly missing measurements in a network environment

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