Identification of LTI Time-Delay Systems with Missing Output Data Using GEM Algorithm. (17th March 2014)

• Record Type: Journal Article
• Authors: Yang, Xianqiang; Karimi, Hamid Reza
• Other Names: Zhao Xudong Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2014(2014)
• Publication Date: 2014-03-17
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2014/242145
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : This paper considers the parameter estimation for linear time-invariant (LTI) systems in an input-output setting with output error (OE) time-delay model structure. The problem of missing data is commonly experienced in industry due to irregular sampling, sensor failure, data deletion in data preprocessing, network transmission fault, and so forth; to deal with the identification of LTI systems with time-delay in incomplete-data problem, the generalized expectation-maximization (GEM) algorithm is adopted to estimate the model parameters and the time-delay simultaneously. Numerical examples are provided to demonstrate the effectiveness of the proposed method.