Abstract
In this paper we analyze the likelihood function corresponding to a continuous-time oscillator utilizing regular sampling. We analyze the equivalent sampled-data model for two cases i) instantaneous sampling and ii) integrated sampling. We illustrate the behavior of the log-likelihood function via numerical examples showing that it presents several local maxima.
Original language | English |
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Pages (from-to) | 712-717 |
Number of pages | 6 |
Journal | 18th IFAC Symposium on System Identification SYSID 2018: Stockholm, Sweden, 9-11 July 2018 |
Volume | 51 |
Issue number | 15 |
DOIs | |
State | Published - 1 Jan 2018 |
Externally published | Yes |
Keywords
- Continuous Time System Estimation
- Maximum Likelihood Methods
- Time Series