Application to circuit system of identification method based on maximum likelihood method using analytical solution of Fokker-Planck equation

Abstract

In this research, the system identification based on the maximum likelihood estimation method using the analytical solution of Fokker-Plank equation is discussed in case of an electrical LCR circuit system which is subjected to white noise excitation. In previous work, an author was already reported about the verification result of mechanical mass-spring system. However, there is a problem which the previous study didn’t consider the electrical circuit system. In order to expand the application area in our proposed identification method, it is necessary the applicability consideration to electrical circuit system. First, the expansion of the identification algorithm to an electrical LCR circuit system was conducted based on the current measurement. Furthermore, the numerical identification verification was conducted.