2022
DOI: 10.1016/j.automatica.2021.109937
|View full text |Cite
|
Sign up to set email alerts
|

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

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1
1

Citation Types

0
5
0

Year Published

2023
2023
2023
2023

Publication Types

Select...
8

Relationship

1
7

Authors

Journals

citations
Cited by 11 publications
(5 citation statements)
references
References 37 publications
0
5
0
Order By: Relevance
“…Te ML method can be deployed to examine the behaviour of channel data parameters. Tis study employs the likelihood function [40][41][42] to determine the ML estimation parameters in the measured pathloss data. Specifcally, the likelihood function of the lognormal distribution for P i (i � 1, 2, 3, .…”
Section: Maximum Likelihood Estimatorsmentioning
confidence: 99%
“…Te ML method can be deployed to examine the behaviour of channel data parameters. Tis study employs the likelihood function [40][41][42] to determine the ML estimation parameters in the measured pathloss data. Specifcally, the likelihood function of the lognormal distribution for P i (i � 1, 2, 3, .…”
Section: Maximum Likelihood Estimatorsmentioning
confidence: 99%
“…We consider that there exists a vector of parameters β = β 0 that defines the "true" system. In order to formulate the ML estimation algorithm, we introduce the following standing assumptions [18], [42], [46]: Assumption 1. The vector of parameters β 0 , the input signal u t , the noise-free input u 0 t , the noise ũt and ỹt in (6) satisfy regularity conditions, guaranteeing that the ML estimate β ML converges (in probability or a.s.) to the true solution β 0 as N → ∞.…”
Section: B Standing Assumptionsmentioning
confidence: 99%
“…The motivations to consider the noise-free input PDF as GMM are i) to satisfy the condition of identifiability [9], [10] and ii) because the GMM approximates any PDF with compact support [33], which allows for identifying the FIR-EIV system with any noisefree input distribution. Furthermore, GMMs have been used in many applications such as filtering [34]- [37], static EIV system identification [38], Bayesian estimation [39], [40], linear dynamic systems estimation [41], [42], uncertainty modeling for FIR systems [43], and astronomy [44]. We use the approximated likelihood given in [32] in order to reduce the computational complexity that is produced by correlated data corresponding to the input and output measurements.…”
Section: Introductionmentioning
confidence: 99%
“…The maximum likelihood principle is widely utilized in system modellng and parameter estimation for the reason that it has good statistical properties and it can be applied for both linear models and nonlinear models [ 16 , 17 ]. In order to obtain the estimated values, the maximum likelihood principle is to maximize the probability of the occurrence of the experimental data [ 18 , 19 , 20 ].…”
Section: Introductionmentioning
confidence: 99%