Abstract

In this paper a Maximum Likelihood estimation algorithm for a linear dynamic system driven by an exogenous input signal, with non-minimum-phase noise transfer function and a Gaussian mixture noise is developed. We propose a flexible identification technique to estimate the system model parameters and the Gaussian mixture parameters based on the Expectation-Maximization algorithm. The benefits of our proposal are illustrated via numerical simulations. (C) 2021 Elsevier Ltd. All rights reserved.