Search: onr:"swepub:oai:DiVA.org:kth-343685" >
An EM Algorithm for...
An EM Algorithm for Lebesgue-sampled State-space Continuous-time System Identification
-
- González, Rodrigo A. (author)
- Department of Mechanical Engineering, Eindhoven University of Technology, Eindhoven, The Netherlands
-
- Cedeño, Angel L. (author)
- Electronic Engineering Department, Universidad Técnica Federico Santa María, Valparaíso, Chile; Advanced Center for Electrical and Electronic Engineering, AC3E, Valparaíso, Chile
-
- Coronel, María (author)
- Advanced Center for Electrical and Electronic Engineering, AC3E, Valparaíso, Chile
-
show more...
-
- Agüero, Juan C. (author)
- Electronic Engineering Department, Universidad Técnica Federico Santa María, Valparaíso, Chile; Advanced Center for Electrical and Electronic Engineering, AC3E, Valparaíso, Chile
-
- Rojas, Cristian R., 1980- (author)
- KTH,Reglerteknik
-
show less...
-
(creator_code:org_t)
- Elsevier BV, 2023
- 2023
- English.
-
In: IFAC-PapersOnLine. - : Elsevier BV. ; , s. 4204-4209
- Related links:
-
https://doi.org/10.1...
-
show more...
-
https://urn.kb.se/re...
-
https://doi.org/10.1...
-
show less...
Abstract
Subject headings
Close
- 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.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- continuous-time systems
- event-based sampling
- expectation-maximization
- System identification
Publication and Content Type
- ref (subject category)
- kon (subject category)
To the university's database