2007 European Control Conference, ECC 2007

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

Research output: Contribution to conferencePaper

15 Citations (Scopus)

Abstract

© 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
Pages5686-5693
Number of pages8
Publication statusPublished - 1 Jan 2007
Eventconference -
Duration: 1 Jan 2007 → …

Conference

Conferenceconference
Period1/01/07 → …

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