文章基本信息

标题：On maximum likelihood identification of errors-in-variables models
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作者：Giulio Bottegal ; Riccardo S. Risuleo ; Mohsen Zamani 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2017
卷号：50
期号：1
页码：2824-2829
DOI：10.1016/j.ifacol.2017.08.634
语种：English
出版社：Elsevier
摘要：AbstractIn this paper, we revisit maximum likelihood methods for identification of errors-in-variables systems. We assume that the system admits a parametric description, and that the input is a stochastic ARMA process. The cost function associated with the maximum likelihood criterion is minimized by introducing a new iterative solution scheme based on the expectation-maximization method, which proves fast and easily implementable. Numerical simulations show the effectiveness of the proposed method.