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Finite Impulse Response Errors-in-Variables system identification utilizing Approximated Likelihood and Gaussian Mixture Models

L. Cedeño, Angel ; Orellana, Rafael ; Carvajal, Rodrigo ; Godoy, Boris LU and C. Agüero, Juan (2023) In IEEE Access 11. p.24615-24630
Abstract
In this paper a Maximum likelihood estimation algorithm for Finite Impulse Response Errors-in-Variables systems is developed. We consider that the noise-free input signal is Gaussian-mixture distributed. We propose an Expectation-Maximization-based algorithm to estimate the system model parameters, the input and output noise variances, and the Gaussian mixture noise-free input parameters. The benefits of our proposal are illustrated via numerical simulations
Please use this url to cite or link to this publication:
author
; ; ; and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
IEEE Access
volume
11
pages
24615 - 24630
publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
external identifiers
  • scopus:85149859677
ISSN
2169-3536
DOI
10.1109/ACCESS.2023.3255827
project
Autonomous Radiation Mapping and Isotope Composition Identification by Mobile Gamma Spectroscopy
language
English
LU publication?
yes
id
75568259-579a-42a4-93f9-e516de097e12
date added to LUP
2023-03-17 02:28:18
date last changed
2025-04-04 14:27:32
@article{75568259-579a-42a4-93f9-e516de097e12,
  abstract     = {{In this paper a Maximum likelihood estimation algorithm for Finite Impulse Response Errors-in-Variables systems is developed. We consider that the noise-free input signal is Gaussian-mixture distributed. We propose an Expectation-Maximization-based algorithm to estimate the system model parameters, the input and output noise variances, and the Gaussian mixture noise-free input parameters. The benefits of our proposal are illustrated via numerical simulations}},
  author       = {{L. Cedeño, Angel and Orellana, Rafael and Carvajal, Rodrigo and Godoy, Boris and C. Agüero, Juan}},
  issn         = {{2169-3536}},
  language     = {{eng}},
  pages        = {{24615--24630}},
  publisher    = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
  series       = {{IEEE Access}},
  title        = {{Finite Impulse Response Errors-in-Variables system identification utilizing Approximated Likelihood and Gaussian Mixture Models}},
  url          = {{http://dx.doi.org/10.1109/ACCESS.2023.3255827}},
  doi          = {{10.1109/ACCESS.2023.3255827}},
  volume       = {{11}},
  year         = {{2023}},
}