|
个人信息Personal Information
教授
博士生导师
硕士生导师
主要任职：Professor at the Institute of Advanced Measurement & Control Technology
其他任职：先进检测与控制技术研究所所长
性别：男
毕业院校：上海交通大学
学位：博士
所在单位：控制科学与工程学院
学科：控制理论与控制工程. 化学工程
办公地点：大连理工大学控制科学与工程学院先进检测与控制技术研究所
大连市凌工路2号大连理工大学海山楼A座724室
联系方式：Tel:(0411)84706465 实验室网站：http://act.dlut.edu.cn/
电子邮箱：tliu@dlut.edu.cn
EM-based identification of continuous-time ARMA Models from irregularly sampled data
点击次数：
论文类型：期刊论文
发表时间：2017-03-01
发表刊物：AUTOMATICA
收录刊物：SCIE、EI
卷号：77
页面范围：293-301
ISSN号：0005-1098
关键字：Continuous-time ARMA model; Maximum-likelihood; Expectation-maximization; Irregularly sampled data
摘要：In this paper we present a novel algorithm for identifying continuous-time autoregressive moving average models utilizing irregularly sampled data. The proposed algorithm is based on the expectation-maximization algorithm and obtains maximum-likelihood estimates. The proposed algorithm shows a fast convergence rate, good robustness to initial values, and desirable estimation accuracy. Comparisons are made with other algorithms in the literature via numerical examples. (C) 2016 Elsevier Ltd. All rights reserved.