The effects of rapid sampling in system identification
Automatica (Journal of IFAC) - Identification and system parameter estimation
Digital Control and Estimation: A Unified Approach
Digital Control and Estimation: A Unified Approach
Design with Operational Amplifiers and Analog Integrated Circuits
Design with Operational Amplifiers and Analog Integrated Circuits
MA estimation in polynomial time
IEEE Transactions on Signal Processing
Vector ARMA estimation: a reliable subspace approach
IEEE Transactions on Signal Processing
Estimation of continuous-time AR process parameters fromdiscrete-time data
IEEE Transactions on Signal Processing
Continuous-time AR process parameter estimation in presence ofadditive white noise
IEEE Transactions on Signal Processing
Brief Performance evaluation of methods for identifying continuous-time autoregressive processes
Automatica (Journal of IFAC)
Brief Identification of continuous-time AR processes from unevenly sampled data
Automatica (Journal of IFAC)
Brief paper: On the indirect approaches for CARMA model identification
Automatica (Journal of IFAC)
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Linear LMS compensation for timing mismatch in time-interleaved ADCs
IEEE Transactions on Circuits and Systems Part I: Regular Papers
Hi-index | 22.15 |
A direct algorithm to estimate continuous-time ARMA (CARMA) models is proposed in this paper. In this approach, we first pass the observed data through an input-to-state filter and compute the state covariance matrix. The properties of the state covariance matrix are then exploited to estimate the half-spectrum of the observed data at a set of user-defined points on the right-half plane. Finally, the continuous-time parameters are obtained from the half-spectrum estimates by solving an analytic interpolation problem with a positive real constraint. As shown by simulations, the proposed algorithm delivers much more reliable estimates than indirect modeling approaches, which rely on estimating an intermediate discrete-time model.