In this paper, the parameter estimation issue of Wiener system with random time delay and missing output data is studied. The linear part of Wiener system is described by Finite Impulse Response (FIR) model. The mathematical formula of the Expectation Maximum algorithm to identify Wiener‐FIR system that contains the random time delay and the nonlinear output data in missing completely at random mechanism is derived, which is never considered before. To obtain the unmeasurable intermediate variable in Wiener‐FIR system, the idea of auxiliary model is adopted. The time delay and system parameters can be estimated simultaneously by this method. Numerical example and the identification of water tank system example are carried out, the effectiveness of the algorithm is proved.

中文翻译：

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维纳有限冲激响应系统的参数辨识，其输出数据在随机机制和时滞下完全丢失

本文研究了具有随机时滞和输出数据丢失的Wiener系统的参数估计问题。Wiener系统的线性部分由有限冲激响应（FIR）模型描述。推导了期望最大值算法的数学公式，该算法可识别包含随机时间延迟和随机机制完全丢失的非线性输出数据的Wiener-FIR系统，这是以前从未考虑过的。为了获得Wiener-FIR系统中不可测量的中间变量，采用了辅助模型的思想。该方法可以同时估计时间延迟和系统参数。进行了数值算例和水箱系统实例辨识，证明了算法的有效性。