Title | ||
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State space model identification of multirate processes with time-delay using the expectation maximization |
Abstract | ||
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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 |
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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 Gu | 1 | 137 | 7.37 |
Jicheng Liu | 2 | 6 | 2.08 |
Xiangli Li | 3 | 5 | 0.72 |
Yongxin Chou | 4 | 7 | 4.48 |
Yan Ji | 5 | 11 | 2.55 |