Proceedings of the IEEE Conference on Decision and Control

Juan C. Agüero, Juan I. Yuz, Graham C. Goodwin, Wei Tang

Research output: Contribution to conferencePaper

3 Citations (Scopus)

Abstract

In this paper we obtain the maximum likelihood estimate of the parameters of discrete-time state-space models by using a dual time-frequency domain approach. We propose an Expectation Maximization formulation that considers a (non-bijective) 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 also explore the application of these ideas to Errors-In-Variables systems. ©2010 IEEE.
Original languageEnglish
Pages2863-2868
Number of pages6
DOIs
Publication statusPublished - 1 Dec 2010
Eventconference -
Duration: 1 Dec 2010 → …

Conference

Conferenceconference
Period1/12/10 → …

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  • Cite this

    Agüero, J. C., Yuz, J. I., Goodwin, G. C., & Tang, W. (2010). Proceedings of the IEEE Conference on Decision and Control. 2863-2868. Paper presented at conference, . https://doi.org/10.1109/CDC.2010.5717056