Maximum Likelihood Recursive Least Squares Estimation for Multivariable Systems

被引：11
作者：
Li, Junhong [1 ]
Ding, Feng [2 ]
Jiang, Ping [1 ]
Zhu, Daqi [3 ]
机构：
[1] Nantong Univ, Sch Elect Engn, Nantong 226019, Peoples R China
[2] Jiangnan Univ, Sch Internet Things Engn, Wuxi 214122, Peoples R China
[3] Shanghai Maritime Univ, Lab Underwater Vehicles & Intelligent Syst, Shanghai 201306, Peoples R China
来源：
CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 2014年 / 33卷 / 09期
基金：
中国国家自然科学基金;
关键词：
Recursive identification; Multivariable systems; Parameter estimation; Maximum likelihood; STATE-SPACE MODELS; PARAMETER-ESTIMATION; ESTIMATION ALGORITHMS; IDENTIFICATION;
D O I：
10.1007/s00034-014-9783-8
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
This paper discusses parameter estimation problems of the multivariable systems described by input-output difference equations. We decompose a multivariable system to several subsystems according to the number of the outputs. Based on the maximum likelihood principle, a maximum likelihood-based recursive least squares algorithm is derived to estimate the parameters of each subsystem. Finally, two numerical examples are provided to verify the effectiveness of the proposed algorithm.
引用
收藏
页码：2971 / 2986
页数：16
相关论文
共 38 条
  • [1] [Anonymous], 1999, SYSTEM IDENTIFICATIO
  • [2] Decomposition Based Newton Iterative Identification Method for a Hammerstein Nonlinear FIR System with ARMA Noise
    Ding, Feng
    Deng, Kepo
    Liu, Ximei
    [J]. CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2014, 33 (09) : 2881 - 2893
  • [3] Hierarchical estimation algorithms for multivariable systems using measurement information
    Ding, Feng
    [J]. INFORMATION SCIENCES, 2014, 277 : 396 - 405
  • [4] State filtering and parameter estimation for state space systems with scarce measurements
    Ding, Feng
    [J]. SIGNAL PROCESSING, 2014, 104 : 369 - 380
  • [5] Combined state and least squares parameter estimation algorithms for dynamic systems
    Ding, Feng
    [J]. APPLIED MATHEMATICAL MODELLING, 2014, 38 (01) : 403 - 412
  • [6] Coupled-least-squares identification for multivariable systems
    Ding, Feng
    [J]. IET CONTROL THEORY AND APPLICATIONS, 2013, 7 (01) : 68 - 79
  • [7] Identification methods for Hammerstein nonlinear systems
    Ding, Feng
    Liu, Xiaoping Peter
    Liu, Guangjun
    [J]. DIGITAL SIGNAL PROCESSING, 2011, 21 (02) : 215 - 238
  • [8] Maximum likelihood identification of noisy input-output models
    Diversi, Roberto
    Guidorzi, Roberto
    Soverini, Umberto
    [J]. AUTOMATICA, 2007, 43 (03) : 464 - 472
  • [9] Subspace state space system identification for industrial processes
    Favoreel, W
    De Moor, B
    Van Overschee, P
    [J]. JOURNAL OF PROCESS CONTROL, 2000, 10 (2-3) : 149 - 155
  • [10] Robust maximum-likelihood estimation of multivariable dynamic systems
    Gibson, S
    Ninness, B
    [J]. AUTOMATICA, 2005, 41 (10) : 1667 - 1682
1234