Frequency Domain Identification of Continuous-Time ARMA Models: Interpolation and Non-uniform Sampling
2004 (English)Report (Other academic)
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.
LiTH-ISY-R, ISSN 1400-3902 ; 2625
ARMA models, Sample, Frequency domain, ML-estimation, Parameter estimation
IdentifiersURN: urn:nbn:se:liu:diva-56032ISRN: LiTH-ISY-R-2625OAI: oai:DiVA.org:liu-56032DiVA: diva2:316911