An Overview of Important Practical Aspects of Continuous-Time ARMA System Identification

被引：0
|
作者：
Erik K. Larsson
Magnus Mossberg
Torsten Soderstrom
机构：
[1] Division of Systems and Control,
[2] Department of Information Technology,undefined
[3] Uppsala University,undefined
[4] P.O. Box 337,undefined
[5] SE-751 05 Uppsala,undefined
[6] Department of Electrical Engineering,undefined
[7] Karlstad University,undefined
[8] SE-651 88 Karlstad,undefined
来源：
Circuits, Systems and Signal Processing | 2006年 / 25卷
关键词：
System Identification; Estimation Result; Sampling Interval; Indirect Method; Special Focus;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The problem of estimating the parameters in continuous-time autoregressive moving average (ARMA) processes from discrete-time data is considered. Both direct and indirect methods are studied, and similarities and differences are discussed. A general discussion of the inherent difficulties of the problem is given together with a comprehensive study on how the choice of the sampling interval influences the estimation result. A special focus is given to how the Cramer-Rao lower bound depends on the sampling interval.
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页码：17 / 46
页数：29
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