EM-based identification of continuous-time ARMA Models from irregularly sampled data

Automatica

Volumn 77, Issue , 2017, Pages 293-301

  Chen, Fengwei ^a,b,c   Agüero, Juan C ^d,e   Gilson, Marion ^a,b   Garnier, Hugues ^a,b   Liu, Tao ^c  

^a UNIVERSITÉ DE LORRAINE   (France)

^b CENTRE DE RECHERCHE EN AUTOMATIQUE DE NANCY   (France)

^c DALIAN UNIVERSITY OF TECHNOLOGY   (China)

^d DEPARTAMENTO DE FÍSICA   (Chile)

^e UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

Continuous time ARMA model; Expectation maximization; Irregularly sampled data; Maximum likelihood

Indexed keywords

MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION;

ARMA MODEL; AUTO-REGRESSIVE MOVING AVERAGE MODEL; CONTINUOUS-TIME; FAST CONVERGENCE RATE; MAXIMIZATION ALGORITHM; MAXIMUM LIKELIHOOD ESTIMATE; NOVEL ALGORITHM; SAMPLED DATA;

CONTINUOUS TIME SYSTEMS;

EID: 85009284714     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2016.11.020     Document Type: Article

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