Limiting sampling results for continuous-time ARMA systems

DOI10.1080/00207170500093879zbMath1115.62086OpenAlexW2027623916MaRDI QIDQ5312776

Erik K. Larsson

Publication date: 25 August 2005

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170500093879

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data ⋮ On the indirect approaches for CARMA model identification

Cites Work

• The effects of rapid sampling in system identification
• THE ESTIMATION OF PARAMETERS IN SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Computing stochastic continuous-time models from ARMA models
• Limit results for sampled systems
• The Estimation of Some Continuous Time Models
• Sampling zeros and the Euler-Frobenius polynomials
• Analytic study on the intrinsic zeros of sampled-data systems
• The spectrum of a continuous process derived from a discrete process
• On zero locations for sampled stochastic systems

This page was built for publication: Limiting sampling results for continuous-time ARMA systems