Title :
Fast estimation of continuous-time ARX parameters from unevenly sampled data
Author :
Mossberg, Magnus ; Larsson, Erik K.
Author_Institution :
Dept. of Electr. Eng., Karlstad Univ., Sweden
Abstract :
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 (MLM).
Keywords :
autoregressive processes; continuous time systems; parameter estimation; continuous-time ARX parameter estimation; difference operator; differentiation operator; maximum likelihood method; unevenly sampled data; Control design; Control systems; Delta modulation; Least squares approximation; Maximum likelihood estimation; Open loop systems; Parameter estimation; Sampling methods; Signal processing; Signal sampling;
Conference_Titel :
American Control Conference, 2005. Proceedings of the 2005
Print_ISBN :
0-7803-9098-9
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2005.1470702
