© 2007 EUCA. In this paper we consider the problem of estimating a state-space model for Multiple-Input Multiple-Output systems. We show how the Expectation-Maximisation algorithm can be used in the frequency domain to obtain a Maximum Likelihood estimate for state-space models. This method can be applied to obtain robust estimates of the model focusing on a specific frequency band of the input/output data spectra. The proposed method can be used to identify systems excited with general input signals and it is able to deal with transients responses.
|Number of pages||8|
|Publication status||Published - 1 Jan 2007|
|Event||conference - |
Duration: 1 Jan 2007 → …
|Period||1/01/07 → …|
Aguero, J. C., Yuz, J. I., & Goodwin, G. C. (2007). 2007 European Control Conference, ECC 2007. 5686-5693. Paper presented at conference, . https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84927720966&origin=inward