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An EM Algorithm for...
An EM Algorithm for Lebesgue-sampled State-space Continuous-time System Identification
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- González, Rodrigo A. (författare)
- Department of Mechanical Engineering, Eindhoven University of Technology, Eindhoven, The Netherlands
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- Cedeño, Angel L. (författare)
- Electronic Engineering Department, Universidad Técnica Federico Santa María, Valparaíso, Chile; Advanced Center for Electrical and Electronic Engineering, AC3E, Valparaíso, Chile
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- Coronel, María (författare)
- Advanced Center for Electrical and Electronic Engineering, AC3E, Valparaíso, Chile
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- Agüero, Juan C. (författare)
- Electronic Engineering Department, Universidad Técnica Federico Santa María, Valparaíso, Chile; Advanced Center for Electrical and Electronic Engineering, AC3E, Valparaíso, Chile
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- Rojas, Cristian R., 1980- (författare)
- KTH,Reglerteknik
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(creator_code:org_t)
- Elsevier BV, 2023
- 2023
- Engelska.
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Ingår i: IFAC-PapersOnLine. - : Elsevier BV. ; , s. 4204-4209
- Relaterad länk:
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https://doi.org/10.1...
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- This paper concerns the identification of continuous-time systems in state-space form that are subject to Lebesgue sampling. Contrary to equidistant (Riemann) sampling, Lebesgue sampling consists of taking measurements of a continuous-time signal whenever it crosses fixed and regularly partitioned thresholds. The knowledge of the intersample behavior of the output data is exploited in this work to derive an expectation-maximization (EM) algorithm for parameter estimation of the state-space and noise covariance matrices. For this purpose, we use the incremental discrete-time equivalent of the system, which leads to EM iterations of the continuous-time state-space matrices that can be computed by standard filtering and smoothing procedures. The effectiveness of the identification method is tested via Monte Carlo simulations.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- continuous-time systems
- event-based sampling
- expectation-maximization
- System identification
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)