Least squares parameter estimation of continuous-time ARX models from discrete-time data
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Publication:4362296
DOI10.1109/9.580871zbMath0890.93085OpenAlexW2141030695MaRDI QIDQ4362296
Bengt Carlsson, Stefano Bigi, Howard Fan, Torsten Söderström
Publication date: 1997
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.580871
samplingleast-squares methodARX modelstime serieslinear regressionbias compensationderivative approximation
Least squares and related methods for stochastic control systems (93E24) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12)
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