Maximum Likelihood Identification of a Continuous-Time Oscillator Utilizing Sampled Data

被引：6
|
作者：
Gonzalez, Karen [1 ]
Coronel, Maria [1 ,2 ]
Carvajal, Rodrigo [1 ]
Escarate, Pedro [3 ]
Aguero, Juan C. [1 ,4 ]
机构：
[1] Univ Tecn Federico Santa Maria USM, Elect Engn Dept, Valparaiso, Chile
[2] Univ Los Andes, Elect Engn Dept, Merida, Venezuela
[3] Large Binocular Telescope Observ, Tucson, AZ USA
[4] Univ Newcastle, Sch Elect Engn & Comp Sci, Callaghan, NSW, Australia
来源：
IFAC PAPERSONLINE | 2018年 / 51卷 / 15期
关键词：
Maximum Likelihood Methods; Continuous Time System Estimation; Time Series; DATA MODELS; SYSTEMS; ZEROS;
D O I：
10.1016/j.ifacol.2018.09.199
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 analyze the likelihood function corresponding to a continuous-time oscillator utilizing regular sampling. We analyze the equivalent sampled-data model for two cases i) instantaneous sampling and ii) integrated sampling. We illustrate the behavior of the log-likelihood function via numerical examples showing that it presents several local maxima. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
引用
收藏
页码：712 / 717
页数：6
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