Maximum Likelihood Identification of a Continuous-Time Oscillator Utilizing Sampled Data

被引：6

作者：

Gonzalez, Karen ^{[1
]}

Coronel, Maria ^{[1
,2
]}

Carvajal, Rodrigo ^{[1
]}

Escarate, Pedro ^{[3
]}

Aguero, Juan C. ^{[1
,4
]}

机构：

[1] Univ Tecn Federico Santa Maria USM, Elect Engn Dept, Valparaiso, Chile

[2] Univ Los Andes, Elect Engn Dept, Merida, Venezuela

[3] Large Binocular Telescope Observ, Tucson, AZ USA

[4] Univ Newcastle, Sch Elect Engn & Comp Sci, Callaghan, NSW, Australia

来源：

IFAC PAPERSONLINE | 2018年 / 51卷 / 15期

关键词：

Maximum Likelihood Methods; Continuous Time System Estimation; Time Series; DATA MODELS; SYSTEMS; ZEROS;

D O I：

10.1016/j.ifacol.2018.09.199

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper we analyze the likelihood function corresponding to a continuous-time oscillator utilizing regular sampling. We analyze the equivalent sampled-data model for two cases i) instantaneous sampling and ii) integrated sampling. We illustrate the behavior of the log-likelihood function via numerical examples showing that it presents several local maxima. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

引用

页码：712 / 717

页数：6

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