Identification of positive linear systems with Poisson output transformation

被引：10

作者：

De Santis, A ^{[1
]}

Farina, L ^{[1
]}

机构：

[1] Dipartimento Informat & Sistemat A Ruberti, I-00184 Rome, Italy

来源：

AUTOMATICA | 2002年 / 38卷 / 05期

关键词：

positive systems; positive realization; identification algorithms; Poisson processes; pharmacokinetics; network traffic analysis;

D O I：

10.1016/S0005-1098(01)00277-1

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We study the identification problem for third-order linear time invariant positive systems in experiments where the output is a Poisson process. The problem well-posedness is investigated when the input-output model is described by a sum of real exponentials. A maximum likelihood procedure is then proposed and the admissible set for the unknown parameters is characterized. The novelty of the approach consists in solving a constrained maximum likelihood problem to estimate residues and eigenvalues based on theoretical results on minimality of positive realizations recently obtained in the literature. Numerical results are also provided. (C) 2002 Elsevier Science Ltd. All rights reserved.

引用

页码：861 / 868

页数：8

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