Maximum Likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution

Rafael Orellana, Gustavo Bittner, Rodrigo Carvajal, Juan C. Agüero

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

10 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Número de artículo109937
PublicaciónAutomatica
Volumen135
DOI
EstadoPublicada - ene. 2022

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