Modal identification of system driven by Lévy random excitation based on continuous time AR model

DOI10.1007/s11431-009-0269-zzbMath1253.93132OpenAlexW2149354742MaRDI QIDQ616066

Xiu-li Du, Feng-Quan Wang

Publication date: 7 January 2011

Published in: Science in China. Series E (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11431-009-0269-z

zbMATH Keywords

Lévy processmodal identificationCAR modelexact maximum likelihood estimatoruniformly modulated function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Identification in stochastic control theory (93E12)

Related Items (1)

A time-series modeling method based on the boosting gradient-descent theory

Cites Work

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• Multivariate CARMA processes
• Identification of continuous-time AR processes from unevenly sampled data
• Estimation of continuous-time AR process parameters from discrete-time data

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