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On maximum likelihood estimation of continuous-time oscillators modelled as continuous-time autoregressive system

Abstract:

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.