liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Frequency-Domain Identification of Continuous-Time ARMA Models from Sampled Data
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2009 (English)Report (Other academic)
Abstract [en]

The subject of this paper is the direct identification of continuous-time autoregressive moving average (CARMA) models. The topic is viewed from the frequency domain perspective which then turns the reconstruction of the continuous-time power spectral density (CT-PSD) into a key issue. The first part of the paper therefore concerns the approximate estimation of the CT-PSD from uniformly sampled data under the assumption that the model has a certain relative degree. The approach has its point of origin in the frequency domain Whittle likelihood estimator. The discrete- or continuous-time spectral densities are estimated from equidistant samples of the output. For low sampling rates the discrete-time spectral density is modeled directly by its continuous-time spectral density using the Poisson summation formula. In the case of rapid sampling the continuous-time spectral density is estimated directly by modifying its discrete-time counterpart.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2009. , 14 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2905
Keyword [en]
System identification, Time-series analysis, Frequency domains, Continuous time systems, ARMA parameter estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56066ISRN: LiTH-ISY-R-2905OAI: oai:DiVA.org:liu-56066DiVA: diva2:316871
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-06-23Bibliographically approved

Open Access in DiVA

fulltext(718 kB)113 downloads
File information
File name FULLTEXT01.pdfFile size 718 kBChecksum SHA-512
ffedee90cba6d677503d03a10815d4945172feaa90b450ad81d081e3a2be6b65fe3269601debf90676db7d808d75b62849bbe7a55dda046a4232658aaf0caef2
Type fulltextMimetype application/pdf

Authority records BETA

Gillberg, JonasLjung, Lennart

Search in DiVA

By author/editor
Gillberg, JonasLjung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 113 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 160 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf