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 journalArticlepeer-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 languageEnglish
Pages (from-to)712-717
Number of pages6
Journal18th IFAC Symposium on System Identification SYSID 2018: Stockholm, Sweden, 9-11 July 2018
Volume51
Issue number15
DOIs
StatePublished - 1 Jan 2018
Externally publishedYes

Keywords

  • Continuous Time System Estimation
  • Maximum Likelihood Methods
  • Time Series

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