Latency probability estimation of non-linear systems with one-step randomly delayed measurements
Latency probability estimation of non-linear systems with one-step randomly delayed measurements
复制标题
具有一步随机延迟测量的非线性系统的延迟概率估计
DOI：
10.1049/iet-cta.2015.1092
复制
发表时间：
2016-04-25
影响因子：
2.6
通讯作者：
Li, Ning
中科院分区：
文献类型：
--
作者：
Huang, Yulong;Zhang, Yonggang;Li, Ning
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.
