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Identification of LTI Time-Delay Systems with Missing Output Data Using GEM Algorithm

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  • Xianqiang Yang
  • Hamid Reza Karimi

Abstract

This paper considers the parameter estimation for linear time-invariant (LTI) systems in an input-output setting with output error (OE) time-delay model structure. The problem of missing data is commonly experienced in industry due to irregular sampling, sensor failure, data deletion in data preprocessing, network transmission fault, and so forth; to deal with the identification of LTI systems with time-delay in incomplete-data problem, the generalized expectation-maximization (GEM) algorithm is adopted to estimate the model parameters and the time-delay simultaneously. Numerical examples are provided to demonstrate the effectiveness of the proposed method.

Suggested Citation

  • Xianqiang Yang & Hamid Reza Karimi, 2014. "Identification of LTI Time-Delay Systems with Missing Output Data Using GEM Algorithm," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-8, March.
    • Handle: RePEc:hin:jnlmpe:242145
    DOI: 10.1155/2014/242145
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