@article{57ff654bb9dd49a58ce4f5309e7d5bf7,
title = "Maximum Likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution",
abstract = "In this paper a Maximum Likelihood estimation algorithm for a linear dynamic system driven by an exogenous input signal, with non-minimum-phase noise transfer function and a Gaussian mixture noise is developed. We propose a flexible identification technique to estimate the system model parameters and the Gaussian mixture parameters based on the Expectation–Maximization algorithm. The benefits of our proposal are illustrated via numerical simulations.",
keywords = "Expectation–Maximization, Gaussian mixture noise distribution, Maximum likelihood, Non-minimum-phase transfer function",
author = "Rafael Orellana and Gustavo Bittner and Rodrigo Carvajal and Ag{\"u}ero, {Juan C.}",
note = "Funding Information: This work was partially supported by PIIC program 05/2019 of DPP at Universidad T{\'e}cnica Federico Santa Mar{\'i}a , ANID-FONDECYT trough grants 1211630 and 11201187 , Beca Magister Nacional 2014/Folio 22140824 and the Advanced Center for Electrical and Electronic Engineering, AC3E , Basal Project FB0008 , ANID, Chile. The material in this paper was not presented at any conference. This paper was recommended for publication in revised form by Associate Editor Antonio Vicino under the direction of Editor Torsten S{\"o}derstr{\"o}m. Publisher Copyright: {\textcopyright} 2021 Elsevier Ltd",
year = "2022",
month = jan,
doi = "10.1016/j.automatica.2021.109937",
language = "English",
volume = "135",
journal = "Automatica",
issn = "0005-1098",
}