DocumentCode
319985
Title
Parameter estimation of continuous-time AR processes using integrated sampling
Author
Fan, H. ; Soderstorm, T.
Author_Institution
Dept. of Electr. & Comput. Eng., Cincinnati Univ., OH, USA
Volume
4
fYear
1997
fDate
10-12 Dec 1997
Firstpage
3474
Abstract
In this short paper we study estimation of continuous-time AR process parameters from discrete-time data obtained by integrated sampling. The method used is the least squares. Conditions are derived for consistent estimation. Computer simulation shows that the LS method gives comparable performance with previous LS results which use instantaneous sampling
Keywords
autoregressive processes; continuous time systems; least squares approximations; parameter estimation; consistent estimation; continuous-time AR processes; discrete-time data; integrated sampling; least squares method; parameter estimation; Additive noise; Computer simulation; Control systems; Instruments; Least squares approximation; Least squares methods; Noise robustness; Parameter estimation; Sampling methods; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.652385
Filename
652385
Link To Document