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Frequency Domain Identification of Continuous-Time ARMA Models: Interpolation and Non-uniform Sampling
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.
2004 (English)Report (Other academic)
Abstract [en]

In this paper is discussed how to estimate irregularly sampled continuous-time ARMA models in the frequency domain. In the process, the model output signal is assumed to be piecewise constant or piecewise linear, and an approximation of the continuous-time Fourier transform is calculated. ML-estimation in the frequency domain is then used to obtain parameter estimates.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2004. , 35 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2625
Keyword [en]
ARMA models, Sample, Frequency domain, ML-estimation, Parameter estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56032ISRN: LiTH-ISY-R-2625OAI: oai:DiVA.org:liu-56032DiVA: diva2:316911
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-06-23Bibliographically approved

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Gillberg, JonasLjung, Lennart

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CiteExportLink to record
Permanent link

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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