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Performance evaluation of methods for identifying continuous-time autoregressive processes
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology, Automatic control. AUTOMATIC CONTROL.
2000 (English)In: AUTOMATICA, ISSN 0005-1098, Vol. 36, no 1, 53-59 p.Article in journal (Refereed) Published
Abstract [en]

Identification of continuous-time autoregressive processes from discrete-time data by replacing the differentiation operator by an approximation is considered. A linear regression model can then be formulated. The least-squares method and the instrumental

Place, publisher, year, edition, pages
2000. Vol. 36, no 1, 53-59 p.
Keyword [en]
identification; continuous-time AR process; discrete-time data; SYSTEM-IDENTIFICATION; PARAMETER-ESTIMATION; MODELS
Identifiers
URN: urn:nbn:se:uu:diva-27310OAI: oai:DiVA.org:uu-27310DiVA: diva2:55205
Note
Addresses: Soderstrom T, Uppsala Univ, Dept Syst & Control Informat Technol, POB 27, SE-75103 Uppsala, Sweden. Uppsala Univ, Dept Syst & Control Informat Technol, SE-75103 Uppsala, Sweden.Available from: 2005-05-04 Created: 2005-05-04 Last updated: 2011-01-14

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