NDLI: Can a least-squares fit be feasible for modelling

Content Provider	IEEE Xplore Digital Library
Author	Soderstrom, T. Fan, H. Bigi, S. Carlsson, B.
Copyright Year	1995
Description	Author affiliation: Syst. & Control Group, Uppsala Univ., Sweden (Soderstrom, T.)
Abstract	When modelling a time series from discrete-time data, a continuous-time parametrization is desirable in some situations. It can have good numerical properties and low computational burden, in particular for fast or nonuniform sampling. In a direct estimation approach, the derivatives are approximated by appropriate differences, leading to a linear regression model. It is shown that standard approximations like Euler backward or Euler forward cannot be used. The precise conditions on the derivative approximation are derived and analysed. It is shown that if the highest order derivative is selected with care, a least-squares estimate will be accurate. The theoretical analysis is complemented by some numerical examples.
Starting Page	1795
Ending Page	1800
File Size	501795
Page Count	6
File Format	PDF
ISBN	0780326857
ISSN	01912216
DOI	10.1109/CDC.1995.480402
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1995-12-13
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Autoregressive processes Sampling methods Parameter estimation Nonuniform sampling Linear regression Control system synthesis Data engineering Stochastic systems Time measurement Instruments
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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