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State space model identification of multirate processes with time-delay using the expectation maximization. (English) Zbl 1406.93085
Summary: 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.

93B30 System identification
93C35 Multivariable systems, multidimensional control systems
93C57 Sampled-data control/observation systems
93E10 Estimation and detection in stochastic control theory
Full Text: DOI
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