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Identification of state-space systems using a dual time-frequency domain approach

Abstract:

In this paper we obtain the maximum likelihood estimate of the parameters of discrete-time state-space models by using a dual time-frequency domain approach. We propose an Expectation Maximization formulation that considers a (non-bijective) linear transformation of the available data. Such a transformation may correspond to different options: selection of time-domain data, transformation to the frequency domain, or selection of frequency-domain data obtained from time-domain samples. We also explore the application of these ideas to Errors-In-Variables systems. ©2010 IEEE.

Año de publicación:

2010

Keywords:

    Fuente:

    scopusscopus

    Tipo de documento:

    Conference Object

    Estado:

    Acceso restringido

    Áreas de conocimiento:

    • Sistema de control
    • Optimización matemática
    • Teoría de control

    Áreas temáticas:

    • Ingeniería y operaciones afines
    • Física aplicada
    • Otras ramas de la ingeniería

    Contribuidores:

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