A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification

被引：4
|
作者：
Verbeke, Dieter [1 ]
Soderstrom, Torsten [2 ]
Soverini, Umberto [3 ]
机构：
[1] Vrije Univ Brussel, Dept Engn Technol, Brussels, Belgium
[2] Uppsala Univ, Dept Informat Technol, Uppsala, Sweden
[3] Univ Bologna, Dept Elect Elect & Informat Engn, Bologna, Italy
来源：
AUTOMATICA | 2019年 / 110卷
关键词：
Errors-in-variables; Maximum likelihood; Frequency domain; Linear time-invariant dynamical systems; SEMIGLOBAL STABILIZATION; NONLINEAR-SYSTEMS;
D O I：
10.1016/j.automatica.2019.108584
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Recently, maximum likelihood estimators were derived for frequency domain identification of linear time-invariant models with Gaussian input output uncertainty. This note draws attention to an issue that arises in one of the steps in the optimization of the likelihood function. (C) 2019 Elsevier Ltd. All rights reserved.
引用
收藏
页数：8
相关论文
共 50 条
  • [41] Adaptive Frequency-Domain Normalized Implementations of Widely-Linear Complex-Valued Filter
    Zhang, Sheng
    Zhang, Jiashu
    Xia, Yili
    So, Hing Cheung
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2021, 69 : 5801 - 5814
  • [42] Separation of Multiunit Signals by Independent Component Analysis in Complex-valued Time-Frequency Domain
    Shiraishi, Yasushi
    Katayama, Norihiro
    Karashima, Akihiro
    Nakao, Mitsuyuki
    2011 ANNUAL INTERNATIONAL CONFERENCE OF THE IEEE ENGINEERING IN MEDICINE AND BIOLOGY SOCIETY (EMBC), 2011, : 4410 - 4413
  • [43] Further investigation on time-domain maximum likelihood estimation of chirp signal parameters
    1600, Institution of Engineering and Technology, United States (07):
  • [44] Dynamics of frequency-modulated wave packets in optical guides with complex-valued material parameters
    Zolotovskii, I. O.
    Minvaliev, R. N.
    Sementsov, D. I.
    PHYSICS-USPEKHI, 2013, 56 (12) : 1245 - 1256
  • [45] Further investigation on time-domain maximum likelihood estimation of chirp signal parameters
    Deng, Zhen-miao
    Ye, Lin-mei
    Fu, Mao-zhong
    Lin, Shi-jun
    Zhang, Yi-xiong
    IET SIGNAL PROCESSING, 2013, 7 (05) : 444 - 449
  • [46] Autonomous modal parameter estimation based on a statistical frequency domain maximum likelihood approach
    Verboven, P
    Parloo, E
    Guillaume, P
    Van Overmeire, M
    PROCEEDINGS OF IMAC-XIX: A CONFERENCE ON STRUCTURAL DYNAMICS, VOLS 1 AND 2, 2001, 4359 : 1511 - 1517
  • [47] Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
    Pintelon, R.
    Schoukens, J.
    AUTOMATICA, 2007, 43 (04) : 621 - 630
  • [48] TRACKING COMPLEX-VALUED MULTICOMPONENT CHIRP SIGNALS USING A COMPLEX NOTCH FILTER WITH ADAPTIVE BANDWIDTH AND FREQUENCY PARAMETERS
    Wheeler, P. T.
    Chambers, J. A.
    2014 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2014,
  • [49] Accurate Parameter Estimation Using a Frequency Domain Maximum Likelihood Approach for SAR Processing
    Chen, Tao
    Ding, Yongfei
    Pang, Ruifan
    Gong, Cheng
    Xu, Dinghai
    Zhang, Hengyang
    PROCEEDINGS OF 2017 7TH IEEE INTERNATIONAL SYMPOSIUM ON MICROWAVE, ANTENNA, PROPAGATION, AND EMC TECHNOLOGIES (MAPE), 2017, : 457 - 461
  • [50] Maximum likelihood slow frequency-selective fading channel estimation using the frequency domain approach
    Jiang, YM
    Sun, FW
    Baras, JS
    GLOBECOM '00: IEEE GLOBAL TELECOMMUNICATIONS CONFERENCE, VOLS 1- 3, 2000, : 955 - 959
12345