NDLI: Latency probability estimation of non-linear systems with one-step randomly delayed measurements

Content Provider	IET Digital Library
Author	Huang, Yulong Zhang, Yonggang Li, Ning
Abstract	In this study, the authors focus on estimating the unknown constant latency probability of non-linear systems with one-step randomly delayed measurements using maximum likelihood (ML) criterion. A new latency probability estimation algorithm is proposed based on an expectation maximisation approach to obtain an approximate ML estimation of latency probability. The proposed algorithm consists of expectation step (E-step) and the maximisation step (M-step). In the E-step, the expectation of the complete data log-likelihood function is approximately computed based on the currently estimated latency probability, and in the M-step, the approximate expectation is maximised using the Newton approach. The efficacy of the proposed algorithm is illustrated in a numerical example concerning univariate non-stationary growth model.
Starting Page	843
Ending Page	852
Page Count	10
ISSN	17518644
Volume Number	10
e-ISSN	17518652
Issue Number	Issue 7, Apr (2016)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-cta/10/7
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-cta.2015.1092
Journal	IET Control Theory & Applications
Publisher Date	2016-04-25
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Complete Data Log-likelihood Function Delay Distributed Parameter Control System E-step Expectation Maximisation Approach Expectation Step Expectation-maximisation Algorithm Interpolation And Function Approximation M-step Maximisation Step Maximum Likelihood Criterion Maximum Likelihood Estimation ML Criterion Newton Approach Newton Method Nonlinear Control System Nonlinear System Numerical Analysis One-step Randomly Delayed Measurement Probability Statistics Univariate Nonstationary Growth Model Unknown Constant Latency Probability Estimation Algorithm
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Human-Computer Interaction Electrical and Electronic Engineering Computer Science Applications

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