DocumentCode
439141
Title
Fast estimation of continuous-time ARX parameters from unevenly sampled data
Author
Mossberg, Magnus ; Larsson, Erik K.
Author_Institution
Dept. of Electr. Eng., Karlstad Univ., Sweden
fYear
2005
fDate
8-10 June 2005
Firstpage
4482
Abstract
The problem of estimating the parameters in a continuous-time ARX (CARX) process from unevenly sampled data is studied. A solution where the differentiation operator is replaced by a difference operator is suggested. In the paper, results are given for how a difference operator is found so that consistent parameter estimates are obtained. The proposed method is considerably faster than conventional methods, such as the maximum likelihood method (MLM).
Keywords
autoregressive processes; continuous time systems; parameter estimation; continuous-time ARX parameter estimation; difference operator; differentiation operator; maximum likelihood method; unevenly sampled data; Control design; Control systems; Delta modulation; Least squares approximation; Maximum likelihood estimation; Open loop systems; Parameter estimation; Sampling methods; Signal processing; Signal sampling;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2005. Proceedings of the 2005
ISSN
0743-1619
Print_ISBN
0-7803-9098-9
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2005.1470702
Filename
1470702
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