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Mathematical Problems in Engineering
Volume 2014, Article ID 242145, 8 pages
Research Article

Identification of LTI Time-Delay Systems with Missing Output Data Using GEM Algorithm

1Research Institute of Intelligent Control and Systems, Harbin Institute of Technology, Harbin, Heilongjiang 150080, China
2Department of Engineering, Faculty of Engineering and Science, University of Agder, 4898 Grimstad, Norway

Received 28 December 2013; Accepted 13 February 2014; Published 17 March 2014

Academic Editor: Xudong Zhao

Copyright © 2014 Xianqiang Yang and Hamid Reza Karimi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper considers the parameter estimation for linear time-invariant (LTI) systems in an input-output setting with output error (OE) time-delay model structure. The problem of missing data is commonly experienced in industry due to irregular sampling, sensor failure, data deletion in data preprocessing, network transmission fault, and so forth; to deal with the identification of LTI systems with time-delay in incomplete-data problem, the generalized expectation-maximization (GEM) algorithm is adopted to estimate the model parameters and the time-delay simultaneously. Numerical examples are provided to demonstrate the effectiveness of the proposed method.