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.
|Number of pages||6|
|Journal||18th IFAC Symposium on System Identification SYSID 2018: Stockholm, Sweden, 9-11 July 2018|
|State||Published - 1 Jan 2018|
- Continuous Time System Estimation
- Maximum Likelihood Methods
- Time Series