Analyzing relationships between CTARMA and ARMA models

抄録

A physical system can be represented by autoregressive and moving average (ARMA) model in discrete time domain, which can determine system's parameters. We extend the ARMA model to an ARMA-LiNGM model which is a canonical form to represent the physical system. We further analyze the relationships between the ARMA-LiNGM model and a CTARMA model which is another canonical form in continuous time domain. As the consequence, we provide the relations between the coefficients of the two models.