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Maximum Likelihood Recursive Least Squares Estimation for Multivariable Systems.
- Source :
-
Circuits, Systems & Signal Processing . Sep2014, Vol. 33 Issue 9, p2971-2986. 16p. - Publication Year :
- 2014
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0278081X
- Volume :
- 33
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Circuits, Systems & Signal Processing
- Publication Type :
- Academic Journal
- Accession number :
- 97384741
- Full Text :
- https://doi.org/10.1007/s00034-014-9783-8