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

Published version of an article in the journal: Mathematical Problems in Engineering. Also available from the publisher at: http://dx.doi.org/10.1155/2014/242145 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 parame…