Maximum Likelihood Identification of a Continuous-Time Oscillator Utilizing Sampled Data

Abstract:

In this paper we analyze the likelihood function corresponding to a continuous-time oscillator utilizing regular sampling. We analyze the equivalent sampled-data model for two cases i) instantaneous sampling and ii) integrated sampling. We illustrate the behavior of the log-likelihood function via numerical examples showing that it presents several local maxima.

Año de publicación:

2018

Keywords:

• Maximum Likelihood Methods
• Continuous Time System Estimation
• TIME SERIES

Fuente:

scopus