Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems

The identification issues of a multivariable system with coloured noises are investigated in this paper. The decomposition strategy is utilised for dimension reduction by transforming a multivariable system into several sub-models. A maximum likelihood least squares-based iterative identification ap...

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Bibliographic Details
Published in:International journal of systems science 2020-12, Vol.51 (16), p.3285-3298
Main Authors: Xia, Huafeng, Xie, Li, Zhu, Quanmin
Format: Article
Language:English
Subjects:
decomposition
iterative identification
Iterative methods
maximum likelihood
Multivariable system
Parameter estimation
Parameter identification
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Summary:The identification issues of a multivariable system with coloured noises are investigated in this paper. The decomposition strategy is utilised for dimension reduction by transforming a multivariable system into several sub-models. A maximum likelihood least squares-based iterative identification approach is presented to enhance the parameter estimation accuracy by combining the iterative identification technique with the maximum likelihood principle. A simulation example is offered to test the effectiveness of the proposed method.
ISSN:0020-7721
1464-5319
DOI:10.1080/00207721.2020.1814893