Expectation Maximization Algorithm for Time-delay Output-error Models Based on Finite Impulse Response Method

被引：0
作者：
Yan Pu
Yongqing Yang
Yingjiao Rong
Jing Chen
机构：
[1] Jiangnan University,School of Science
[2] Science and Technology on Near-Surface Detection Laboratory,undefined
来源：
International Journal of Control, Automation and Systems | 2021年 / 19卷
关键词：
Expectation maximization; finite impulse response; Kullback-Leibler; matrix transformation; output error model; random time delay;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, an output error (OE) model with random time delay is identified by using the expectation maximization (EM) algorithm. Since the regression model of the OE system has a colored noise, the finite impulse response (FIR) method is used to transform the OE model into an FIR model, whose regression model contains a white noise. An EM algorithm is proposed to iteratively estimate the time-delays and model parameters. Furthermore, the parameters of the OE model can be yielded based on the parameter estimates of the FIR model through the matrix transformation method. The convergence analysis and simulation results are given to illustrate the effectiveness of the proposed algorithm.
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页码：3914 / 3923
页数：9
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