Frequency Domain Identification of Continuous-Time ARMA Models: Interpolation and Non-uniform Sampling
نویسندگان
چکیده
In this paper is discussed how to estimate irregularly sampled continuous-time ARMA models in the frequency domain. In the process, the model output signal is assumed to be piecewise constant or piecewise linear, and an approximation of the continuous-time Fourier transform is calculated. ML-estimation in the frequency domain is then used to obtain parameter estimates.
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