Article ID Journal Published Year Pages File Type
10403578 IFAC Proceedings Volumes 2005 6 Pages PDF
Abstract
Current methods identify the physical parameters of continuous-time ARMA(X) processes via discrete-time approximations. Based on a frequency domain maximum likelihood estimator described in Ljung (1999), this paper proposes an exact continuous-time noise modeling approach. The theory is illustrated on real measurement examples.
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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