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- Bottegal, G. (author)
On maximum likelihood identification of errors-in-variables models
- Article/chapterEnglish2017
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- Elsevier,2017
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- LIBRIS-ID:oai:DiVA.org:kth-223057
- https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-223057URI
- https://doi.org/10.1016/j.ifacol.2017.08.634DOI
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- Language:English
- Summary in:English
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- QC 20180213
- In this paper, we revisit maximum likelihood methods for identification of errors-in-variables systems. We assume that the system admits a parametric description, and that the input is a stochastic ARMA process. The cost function associated with the maximum likelihood criterion is minimized by introducing a new iterative solution scheme based on the expectation-maximization method, which proves fast and easily implementable. Numerical simulations show the effectiveness of the proposed method.
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- Risuleo, Riccardo SvenKTH,Reglerteknik,ACCESS Linnaeus Centre(Swepub:kth)u16om4zo (author)
- Zamani, M. (author)
- Ninness, B. (author)
- Hjalmarsson, HåkanKTH,Reglerteknik,ACCESS Linnaeus Centre(Swepub:kth)u10a8l40 (author)
- KTHReglerteknik (creator_code:org_t)
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- In:IFAC-PapersOnLine: Elsevier50:1, s. 2824-28292405-8963
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