State space model identification of multirate processes with time-delay using the expectation maximization

This paper presents the problems of state space model identification of multirate processes with unknown time delay. The aim is to identify a multirate state space model to approximate the parameter-varying time-delay system. The identification problems are formulated under the framework of the expe...

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Bibliographic Details
Published inJournal of the Franklin Institute Vol. 356; no. 3; pp. 1623 - 1639
Main Authors Gu, Ya, Liu, Jicheng, Li, Xiangli, Chou, Yongxin, Ji, Yan
Format Journal Article
LanguageEnglish
Published Elmsford Elsevier Ltd 01.02.2019
Elsevier Science Ltd
Subjects
Algorithms
Computer simulation
Mathematical models
Maximization
Normal distribution
Optimization
Parameter estimation
Parameter identification
Profit maximization
Simulation
State space models
Time delay systems
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ISSN0016-0032
1879-2693
0016-0032
DOI10.1016/j.jfranklin.2018.08.030

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Summary:This paper presents the problems of state space model identification of multirate processes with unknown time delay. The aim is to identify a multirate state space model to approximate the parameter-varying time-delay system. The identification problems are formulated under the framework of the expectation maximization algorithm. Through introducing two hidden variables, a new expectation maximization algorithm is derived to estimate the unknown model parameters and the time-delays simultaneously. The effectiveness of the proposed algorithm is validated by a simulation example.
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ISSN:0016-0032
1879-2693
0016-0032
DOI:10.1016/j.jfranklin.2018.08.030