EM-based identification of ARX systems having quantized output data
Journal
IFAC-PapersOnLine
Date Issued
2017-07-01
Author(s)
González, Karen
Carvajal, Rodrigo
DOI
10.1016/j.ifacol.2017.08.1560
Abstract
In this paper we develop a novel algorithm to identify an auto-regressive with
exogenous signal system utilizing quantized output data. We use the Expectation-Maximization
algorithm to obtain the Maximum Likelihood estimate.
exogenous signal system utilizing quantized output data. We use the Expectation-Maximization
algorithm to obtain the Maximum Likelihood estimate.
Subjects
