Frequency-domain identification of continuous-time ARMA models from sampled data

DOI10.1016/j.automatica.2009.01.016zbMath1166.93027OpenAlexW2089575320WikidataQ59591869 ScholiaQ59591869MaRDI QIDQ2391320

Lennart Ljung, Jonas Gillberg

Publication date: 24 July 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.01.016

zbMATH Keywords

system identificationcontinuous time systemsfrequency domainstime-series analysisARMA parameter estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Time-scale analysis and singular perturbations in control/observation systems (93C70) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12)

Related Items (4)

Adaptive control and signal processing literature survey (No. 14) ⋮ Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes ⋮ Identification with stochastic sampling time jitter ⋮ The role of parameter constraints in EE and OE methods for optimal identification of continuous LTI models

Uses Software

• System Identification Toolbox

Cites Work

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• A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
• Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
• On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density

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