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IFAC Proceedings Volumes (IFAC-PapersOnline)(9)
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2007 European Control Conference, ECC 2007(1)
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scopus(25)
An algorithm for estimating time-varying commodity price models
Conference ObjectAbstract: Given the current financial crisis, there is renewed interest in modelling how the price of commoditPalabras claves:Autores:Godoy B.I., Goodwin G.C., Juan C. Agüero, Rojas A.J.Fuentes:scopusAn identification method for Errors-in-Variables systems using incomplete data
Conference ObjectAbstract: In this paper we develop a novel identification algorithm for Errors-in-Variables systems (representPalabras claves:Errors-in-Variables systems, Frequency domain identification, Incomplete data, Maximum likelihood, system identificationAutores:Carvajal R., Delgado R.A., Goodwin G.C., Juan C. AgüeroFuentes:scopusA novel representation of rank constraints for real matrices
ArticleAbstract: We present a novel representation of rank constraints for non-square real matrices. We establish relPalabras claves:Low-rank approximation, Rank-minimization, sparse representationAutores:Delgado R.A., Goodwin G.C., Juan C. AgüeroFuentes:scopusA numerical study of time and frequency domain maximum likelihood estimation
Conference ObjectAbstract: Different maximum likelihood formulations have been proposed in the literature for dynamic system IdPalabras claves:Frequency domain, maximum likelihood estimation, system identificationAutores:Delgado R.A., Goodwin G.C., Juan C. Agüero, Yuz J.I.Fuentes:scopusA rank-constrained optimization approach: Application to factor analysis
Conference ObjectAbstract: In this paper, we present a general method for rank-constrained optimization. We use an iterative coPalabras claves:Autores:Delgado R.A., Goodwin G.C., Juan C. AgüeroFuentes:scopusConditions for local convergence of maximum likelihood estimation for armax models
Conference ObjectAbstract: This paper analyzes the conditions for local convergence of Maximun Likelihood estimation for ARMAXPalabras claves:Convergence Analysis, Maximum likelihood principle, Parameter estimationAutores:Goodwin G.C., Juan C. Agüero, Skelton R.E.Fuentes:scopusApplication of Rank-Constrained Optimisation to Nonlinear System Identification
Conference ObjectAbstract: Nonlinear System Identification has a rich history spanning at least 5 decades. A very flexible apprPalabras claves:Autores:Delgado R.A., Goodwin G.C., Juan C. Agüero, Mendes E.M.A.M.Fuentes:scopusApproximate em algorithms for parameter and state estimation in nonlinear stochastic models
Conference ObjectAbstract: Due to the availability of rapidly improving computer speeds, industry is increasingly using nonlinePalabras claves:Autores:Goodwin G.C., Juan C. AgüeroFuentes:scopusAccuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
ArticleAbstract: In this paper, we study the accuracy of linear multiple-input multiple-output (MIMO) models obtainedPalabras claves:accuracy, maximum likelihood estimation, system identificationAutores:Goodwin G.C., Hjalmarsson H., Juan C. Agüero, Rojas C.R.Fuentes:scopusFrequency domain identification of MIMO state space models using the em algorithm
Conference ObjectAbstract: In this paper we consider the problem of estimating a state-space model for Multiple-Input Multiple-Palabras claves:Autores:Goodwin G.C., Juan C. Agüero, Yuz J.I.Fuentes:scopus