Identification of LTI Time-Delay Systems with Missing Output Data Using GEM Algorithm

Xianqiang Yang and Hamid Reza Karimi

Mathematical Problems in Engineering, 2014, vol. 2014, 1-8

Abstract:

This paper considers the parameter estimation for linear time-invariant (LTI) systems in an input-output setting with output error (OE) time-delay model structure. The problem of missing data is commonly experienced in industry due to irregular sampling, sensor failure, data deletion in data preprocessing, network transmission fault, and so forth; to deal with the identification of LTI systems with time-delay in incomplete-data problem, the generalized expectation-maximization (GEM) algorithm is adopted to estimate the model parameters and the time-delay simultaneously. Numerical examples are provided to demonstrate the effectiveness of the proposed method.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:242145

DOI: 10.1155/2014/242145

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