Fast estimation of continuous-time ARX parameters from unevenly sampled data

被引：1

作者：

Mossberg, M ^{[1
]}

Larsson, EK ^{[1
]}

机构：

[1] Karlstad Univ, Dept Elect Engn, SE-65188 Karlstad, Sweden

来源：

ACC: Proceedings of the 2005 American Control Conference, Vols 1-7 | 2005年

关键词：

D O I：

10.1109/ACC.2005.1470702

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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 (NILM).

引用

页码：4482 / 4483

页数：2

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