In this study, the authors focus on estimating the unknownconstantlatencyprobability of non-linear systems with one-step randomly delayed measurements using maximum likelihood (ML) criterion. A new latency probabil...
详细信息
In this study, the authors focus on estimating the unknownconstantlatencyprobability of non-linear systems with one-step randomly delayed measurements using maximum likelihood (ML) criterion. A new latencyprobabilityestimationalgorithm is proposed based on an expectation maximisation approach to obtain an approximate ML estimation of latencyprobability. 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 latencyprobability, 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.
暂无评论