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Frequency domain identification of MIMO state space models using the em algorithm

Abstract:

In this paper we consider the problem of estimating a state-space model for Multiple-Input Multiple-Output systems. We show how the Expectation-Maximisation algorithm can be used in the frequency domain to obtain a Maximum Likelihood estimate for state-space models. This method can be applied to obtain robust estimates of the model focusing on a specific frequency band of the input/output data spectra. The proposed method can be used to identify systems excited with general input signals and it is able to deal with transients responses.

Año de publicación:

2007

Keywords:

    Fuente:

    scopusscopus

    Tipo de documento:

    Conference Object

    Estado:

    Acceso restringido

    Áreas de conocimiento:

    • Sistema de control
    • Optimización matemática
    • Teoría de control

    Áreas temáticas:

    • Ciencias de la computación

    Contribuidores:

    Juan C. AgüeroJuan C. Agüero
    Yuz J.I.Yuz J.I.
    Goodwin G.C.Goodwin G.C.