Title
State space model identification of multirate processes with time-delay using the expectation maximization
Abstract
This paper presents the problems of state space model identification of multirate processes with unknown time delay. The aim is to identify a multirate state space model to approximate the parameter-varying time-delay system. The identification problems are formulated under the framework of the expectation maximization algorithm. Through introducing two hidden variables, a new expectation maximization algorithm is derived to estimate the unknown model parameters and the time-delays simultaneously. The effectiveness of the proposed algorithm is validated by a simulation example.
Year
DOI
Venue
2019
10.1016/j.jfranklin.2018.08.030
Journal of the Franklin Institute
Field
DocType
Volume
Mathematical optimization,Expectation–maximization algorithm,State-space representation,Hidden variable theory,Mathematics
Journal
356
Issue
ISSN
Citations 
3
0016-0032
5
PageRank 
References 
Authors
0.38
34
5
Name
Order
Citations
PageRank
Ya Gu11377.37
Jicheng Liu262.08
Xiangli Li350.72
Yongxin Chou474.48
Yan Ji5112.55