- Title
- Dual time-frequency domain system identification
- Creator
- Agüero, Juan C.; Tang, Wei; Yuz, Juan I.; Delgado, Ramón A.; Goodwin, Graham C.
- Relation
- ARC
- Relation
- Automatica Vol. 48, Issue 12, p. 3031-3041
- Publisher Link
- http://dx.doi.org/10.1016/j.automatica.2012.08.033
- Publisher
- Pergamon
- Resource Type
- journal article
- Date
- 2012
- Description
- In this paper we obtain the maximum likelihood estimate of the parameters of discrete-time linear models by using a dual time–frequency domain approach. We propose a formulation that considers a (reduced-rank) linear transformation of the available data. Such a transformation may correspond to different options: selection of time-domain data, transformation to the frequency domain, or selection of frequency-domain data obtained from time-domain samples. We use the proposed approach to identify multivariate systems represented in state–space form by using the Expectation–Maximisation algorithm. We illustrate the benefits of the approach via numerical examples.
- Subject
- robust system identification; maximum likelihood
- Identifier
- http://hdl.handle.net/1959.13/1313319
- Identifier
- uon:22572
- Identifier
- ISSN:0005-1098
- Language
- eng
- Full Text
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