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Jonas Gillberg

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Preprint Sep 2026

Minimax-Optimal Robust Identification of Continuous-Time Systems: Handling Narrow-Band Disturbances in the Frequency Domain

The high-frequency spectral roll-off of continuous-time ARMA (CARMA) models can magnify the effect of narrow-band disturbances when aliasing is weak, making standard maximum-likelihood Whittle estimation sensitive to affected ordinates. We show that a logarithmic transformation $r_k = \log \rho_k$ converts the Whittle...

Jonas Gillberg, F. Gustafsson · 0 citations

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