On Maximum Likelihood Estimation of Continuous-Time Oscillators Modelled as Continuous-Time Autoregressive System

In this paper, we address the problem of identifying a continuous-time oscillator. We use a continuous-time autoregressive model to represent the oscillators. We asume that only discrete-time measurements are available, from which we obtain the oscillator equivalent discrete-time model in terms of t...

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Bibliographic Details
Published in:Revista IEEE América Latina 2019-01, Vol.17 (7), p.1214
Main Authors: Coronel, Maria, Gonzalez, Karen, Escarate, Pedro, Carvajal, Rodrigo, Aguero, Juan Carlos
Format: Article
Language:eng ; por ; spa
Subjects:
Autoregressive models
Continuous time systems
Economic models
Maximum likelihood estimation
Maximum likelihood method
Oscillators
Parameter identification
Online Access:Get full text
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Summary:In this paper, we address the problem of identifying a continuous-time oscillator. We use a continuous-time autoregressive model to represent the oscillators. We asume that only discrete-time measurements are available, from which we obtain the oscillator equivalent discrete-time model in terms of the continuous-time model parameters. We identify the model using the Maximum Likelihood method.
ISSN:1548-0992
1548-0992
DOI:10.1109/TLA.2019.8931211