EM-based identification of ARX systems having quantized output data

被引：11
|
作者：
Aguero, Juan C. [1 ,2 ]
Gonzalez, Karen [1 ]
Carvajal, Rodrigo [1 ]
机构：
[1] Univ Tecn Federico Santa Maria USM, Elect Engn Dept, Valparaiso, Chile
[2] Univ Newcastle, Sch Elect Engn & Comp Sci, Callaghan, NSW, Australia
来源：
IFAC PAPERSONLINE | 2017年 / 50卷 / 01期
关键词：
FIR SYSTEMS; ARMA MODELS; ALGORITHM;
D O I：
10.1016/j.ifacol.2017.08.1560
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper we develop a novel algorithm to identify an auto-regressive with exogenous signal system utilizing quantized output data. We use the Expectation-Maximization algorithm to obtain the Maximum Likelihood estimate. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
引用
收藏
页码：8367 / 8372
页数：6
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