Identification of lti time-delay systems with missing output data using GEM algorithm
Journal article, Peer reviewed
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Original versionYang, X., & Karimi, H. R. (2014). Identification of lti time-delay systems with missing output data using GEM algorithm. Mathematical Problems in Engineering, 2014. doi: 10.1155/2014/242145 10.1155/2014/242145
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. © 2014 Xianqiang Yang and Hamid Reza Karimi.
Published version of an article in the journal: Mathematical Problems in Engineering. Also available from the publisher at: http://dx.doi.org/10.1155/2014/242145