Issues in sampling and estimating continuous-time models with stochastic disturbances
type: Item
instance of: scholarly article
title: Issues in sampling and estimating continuous-time models with stochastic disturbances
zbMATH Open document ID: 1191.93137
author: Lennart Ljung
author: Adrian G. Wills
published in: Automatica
publication date: 2010-07-08T00:00:00Z
full work available at URL: http://urn.kb.se/resolve
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93C15
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 5731985
zbMATH Keywords: system identification
zbMATH Keywords: continuous-time
zbMATH Keywords: sampling
zbMATH Keywords: state-space models
describes a project that uses: System Identification Toolbox
describes a project that uses: CONTSID
MaRDI profile type: Publication
OpenAlex ID: W2082060781
Wikidata QID: Q59591853
cites work: Q4168443
cites work: Maximum likelihood and prediction error methods
cites work: The optimal projection equations for fixed-order, sampled-data dynamic compensation with computation delay
cites work: Sampling in digital signal processing and control
cites work: Continuous-time model identification from sampled data: Implementation issues and performance evaluation
cites work: On parameter and state estimation for linear differential--algebraic equations
cites work: Duality of hybrid optimal regulator and hybrid optimal filter
cites work: Stochastic processes and filtering theory
cites work: Stochastic theory of continuous-time state-space identification.
cites work: Discrete-time filtering of noise correlated continuous-time processes: modeling and derivation of the sampling period sensitivities
cites work: Computing integrals involving the matrix exponential
cites work: Parameter estimation for continuous-time models - a survey
DOI: 10.1016/J.AUTOMATICA.2010.02.011
description: scientific article; zbMATH DE number 5731985