Sökning: onr:16422410 > Frequency-domain id...
Fältnamn | Indikatorer | Metadata |
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000 | 01877cam a22003257a 4500 | |
001 | 16422410 | |
003 | SE-LIBR | |
005 | 20140424130739.0 | |
007 | cr ||||||||||| | |
008 | 140424s2005 sw |||| o |00| 0 eng | |
040 | a Li | |
100 | 1 | a Gillberg, Jonasd 1975-0 278519 |
245 | 1 0 | a Frequency-domain identification of continuous-time ARMA models from non-uniformly sampled datah [Elektronisk resurs] /c Jonas Gillberg, Lennart Ljung |
256 | a Text | |
260 | a Linköping :b Linköpings universitet,c 2005 | |
300 | a 12 s. | |
490 | 1 | a LiTH-ISY-R,x 1400-3902 ;v 2693 |
520 | a This paper treats direct identification of continuous-time autoregressive moving average (CARMA) time-series models. The main result is a method for estimating the continuous-time power spectral density fromnon-uniformly sampled data. It is based on the interpolation (smoothing) using the Kalman filter. A deeper analysis is also carried out for the case of uniformly sampled data. This analysis provides a basis for proceeding with the non-uniform case. Numerical examples illustrating the performance of the method are also provided both, for spectral and subsequent parameter estimation. | |
653 | a Continuous-time systems | |
653 | a Parameter estimation | |
653 | a Continuous-time ARMA | |
653 | a CARMA | |
653 | a Continuous-time noise model | |
653 | a Whittle likelihood estimation | |
700 | 1 | a Ljung, Lennart,d 1946-0 369235 |
776 | 0 | a Gillberg, Jonast Frequency-domain identification of continuous-time ARMA models from non-uniformly sampled datad 2005w 10052476 |
830 | 0 | a LiTH-ISY-R,x 1400-3902 ;v 2693 |
856 | 4 0 | u http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-56027z Sammanfattning och fulltext från Linköping University Electronic Press |
841 | 5 Lia x ab 1404244u 8 1001uu 0901128e 4 | |
852 | 8 | 5 Lib Lic NÄTh INTERNET |
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