Identification of errors-in-variables models using the EM algorithm

  • Jaafar ALMutawa

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Scopus citations

Abstract

In this paper, we develop a new subspace system identification algorithm for the errors-in-variables (EIV) state space model via the EM algorithm. To initialize the EM algorithm an initial estimate is obtained by the classical errors-in-variables subspace system identification method: EIV-MOESP cite{MOESP} and EIV-N4SID cite{N4SID}. The EM algorithm is an algorithm to compute the maximum value for the likelihood function that is consists of two steps; namely the E- and M-steps. The E- and M-steps in the EM algorithm are calculated by computing the conditional expectation under the assumption that the input-output data is completely observed. Numerical examples show that the EM algorithm can monotonically improve the initial estimates obtained by subspace identification methods.

Original languageEnglish
Title of host publicationProceedings of the 17th World Congress, International Federation of Automatic Control, IFAC
Edition1 PART 1
DOIs
StatePublished - 2008

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
Number1 PART 1
Volume17
ISSN (Print)1474-6670

Keywords

  • Errors in variables identification
  • Filtering and smoothing
  • Subspace methods

ASJC Scopus subject areas

  • Control and Systems Engineering

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