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Volumn 2, Issue , 2004, Pages 923-927

Continuous ARMA spectral estimation from irregularly sampled observations

Author keywords

CARMA models; Non uniform sampling context; Parametric spectral estimation; Pseudo correlation concept

Indexed keywords

DIFFERENTIAL EQUATIONS; NUMERICAL METHODS; OPTIMIZATION; PARAMETER ESTIMATION; POISSON DISTRIBUTION; PROBABILITY DENSITY FUNCTION; SPECTRUM ANALYSIS; VECTORS;

EID: 4644372768     PISSN: 10915281     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IMTC.2004.1351213     Document Type: Conference Paper
Times cited : (9)

References (11)
  • 1
    • 0000044435 scopus 로고
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    • (1975) J. Inst. Maths Applics , vol.15 , pp. 195-216
    • Gaster, M.1    Robert, J.B.2
  • 2
    • 0003144477 scopus 로고
    • Fitting a continuous time autoregression to discrete tate
    • R. H. Jones,"Fitting a continuous time autoregression to discrete tate"Applied Time Series Analysis III, pp. 651-682, 1981.
    • (1981) Applied Time Series Analysis III , pp. 651-682
    • Jones, R.H.1
  • 3
    • 0026173349 scopus 로고
    • Computing stochastic continuous-time models from ARMA models
    • T. Söderström,"Computing stochastic continuous-time models from ARMA models,"Int. J. Control, vol. 53 PP. 1311-1326, 1991.
    • (1991) Int. J. Control , vol.53 , pp. 1311-1326
    • Söderström, T.1
  • 5
    • 0034836039 scopus 로고    scopus 로고
    • AR spectral estimation by application of the Burg algorithm to irregularly sampled data
    • Budapest, Hungary, May
    • R. Bos, S. de Waele, P. M. T. Broersen, "AR spectral estimation by application of the Burg algorithm to irregularly sampled data," IEEE Instrumentation and Measurement Technology Conference, Budapest, Hungary, pp. 1208-1213, May 2001.
    • (2001) IEEE Instrumentation and Measurement Technology Conference , pp. 1208-1213
    • Bos, R.1    De Waele, S.2    Broersen, P.M.T.3
  • 6
    • 0034253355 scopus 로고    scopus 로고
    • Estimation of turbulent velocity spectra from laser Doppler data
    • L. H. Benedict, H. Nobach, and C. Tropea, "Estimation of turbulent velocity spectra from laser Doppler data," Measurement Sci. Technol., vol. 11, pp. 1089-1104, 2000.
    • (2000) Measurement Sci. Technol. , vol.11 , pp. 1089-1104
    • Benedict, L.H.1    Nobach, H.2    Tropea, C.3
  • 7
    • 0031375008 scopus 로고    scopus 로고
    • Fast generation of synthetic non uniformly sampled signals: From quantized to continuous sampling intervals
    • NY, USA
    • L. Nita and J. Oksman, "Fast generation of synthetic non uniformly sampled signals: from quantized to continuous sampling intervals," 13th International Conference on Digital Signal Processing, NY, USA, vol. 2, pp. 1059-1062, 1997.
    • (1997) 13th International Conference on Digital Signal Processing , vol.2 , pp. 1059-1062
    • Nita, L.1    Oksman, J.2
  • 8
    • 0026173349 scopus 로고
    • Computing stochastic continuous-time models from ARMA models
    • T. Söderström, "Computing stochastic continuous-time models from ARMA models," 13th Int. J. Control, vol. 53, pp. 1311-1326, 1991.
    • (1991) 13th Int. J. Control , vol.53 , pp. 1311-1326
    • Söderström, T.1
  • 10
    • 0347131375 scopus 로고
    • On the approximation of continuous time threshold ARMA processes
    • P.J. Brockwell, O. Stramer, "On the approximation of continuous time threshold ARMA processes," Ann. Inst. Statist. Math.,vol. 47, n1,pp. 1-20, 1995.
    • (1995) Ann. Inst. Statist. Math. , vol.47 , Issue.1 , pp. 1-20
    • Brockwell, P.J.1    Stramer, O.2
  • 11
    • 4344588932 scopus 로고    scopus 로고
    • A consistent non parametric spectral estimator for randomly sampled signals
    • to appear in
    • A. Rivoira, G. Fleury, "A consistent non parametric spectral estimator for randomly sampled signals," to appear in IEEE Transaction on Signal Processing.
    • IEEE Transaction on Signal Processing
    • Rivoira, A.1    Fleury, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.