6533b85dfe1ef96bd12be65b

RESEARCH PRODUCT

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subject

Identification (information)Transmission (telecommunications)Estimation theoryComputer scienceControl theoryGeneral MathematicsGeneral EngineeringStructure (category theory)Sampling (statistics)Data pre-processingMissing dataFault (power engineering)Algorithm

description

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 parameters and the time-delay simultaneously. Numerical examples are provided to demonstrate the effectiveness of the proposed method.