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State space model identification of multirate processes with time-delay using the expectation maximization.
- Source :
-
Journal of the Franklin Institute . Feb2019, Vol. 356 Issue 3, p1623-1639. 17p. - Publication Year :
- 2019
-
Abstract
- Abstract This paper presents the problems of state space model identification of multirate processes with unknown time delay. The aim is to identify a multirate state space model to approximate the parameter-varying time-delay system. The identification problems are formulated under the framework of the expectation maximization algorithm. Through introducing two hidden variables, a new expectation maximization algorithm is derived to estimate the unknown model parameters and the time-delays simultaneously. The effectiveness of the proposed algorithm is validated by a simulation example. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00160032
- Volume :
- 356
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Journal of the Franklin Institute
- Publication Type :
- Periodical
- Accession number :
- 134447702
- Full Text :
- https://doi.org/10.1016/j.jfranklin.2018.08.030