ID PW
 
* Join the Member of ICROS 
* Need your ID or Password?
 
 
 
Subject Keyword Abstract Author
 
 
Recursive Least-squares Estimation for Multivariable Systems Based on the Maximum Likelihood Principle

Huafeng Xia, Yongqing Yang, and Feng Ding*
International Journal of Control, Automation, and Systems, vol. 18, no. 2, pp.503-512, 2020

Abstract : This paper studies the identification problem of multivariable controlled autoregressive moving average systems. For the case with a parameter matrix and an unmeasurable vector in the system identification model, we transform the model into several submodels based on the number of the outputs. A maximum likelihood-based recursive least-squares algorithm is derived to identify the parameters of each submodel. A multivariable recursive extended least-squares algorithm is provided as a comparison. The effectiveness of the proposed identification algorithm is verified by simulation examples.

Keyword : Decomposition, maximum likelihood, multivariable system, parameter estimation.

 
Copyright ⓒ ICROS. All rights reserved.
Institute of Control, Robotics and Systems, Suseo Hyundai-Ventureville 723, Bamgogae-ro 1-gil 10, Gangnam-gu, Seoul 06349, Korea
Homepage http://eng.icros.org | Tel. +82-2-6949-5801 (ext. 3) | Fax. +82-2-6949-5807 | E-mail icros@icros.org