EM-based identification of ARX systems having quantized output data

Juan C. Agüero; Karen González; Rodrigo Carvajal

doi:10.1016/j.ifacol.2017.08.1560

EM-based identification of ARX systems having quantized output data

Juan C. Agüero, Karen González, Rodrigo Carvajal

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

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.

Original language	English
Pages (from-to)	8367-8372
Number of pages	6
Journal	IFAC-PapersOnLine
Volume	50
Issue number	1
DOIs	https://doi.org/10.1016/j.ifacol.2017.08.1560
State	Published - Jul 2017
Externally published	Yes

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title = "EM-based identification of ARX systems having quantized output data",

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.",

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EM-based identification of ARX systems having quantized output data

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