Maximum Likelihood Identification of a Continuous-Time Oscillator Utilizing Sampled Data

Karen González; María Coronel; Rodrigo Carvajal; Pedro Escárate; Juan C. Agüero

doi:10.1016/j.ifacol.2018.09.199

Maximum Likelihood Identification of a Continuous-Time Oscillator Utilizing Sampled Data

Karen González, María Coronel, Rodrigo Carvajal, Pedro Escárate, Juan C. Agüero

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

6 Scopus citations

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
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	https://doi.org/10.1016/j.ifacol.2018.09.199
State	Published - 1 Jan 2018
Externally published	Yes

Keywords

Continuous Time System Estimation
Maximum Likelihood Methods
Time Series

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10.1016/j.ifacol.2018.09.199

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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.",

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AU - Escárate, Pedro

AU - Agüero, Juan C.

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KW - Continuous Time System Estimation

KW - Maximum Likelihood Methods

KW - Time Series

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Maximum Likelihood Identification of a Continuous-Time Oscillator Utilizing Sampled Data

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Keywords

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