2007 European Control Conference, ECC 2007

Juan C. Aguero, Juan I. Yuz, Graham C. Goodwin

Research output: Contribution to conferencePaper

15 Citations (Scopus)


© 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.
Original languageEnglish
Number of pages8
Publication statusPublished - 1 Jan 2007
Eventconference -
Duration: 1 Jan 2007 → …


Period1/01/07 → …

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