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

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Listed:
  • Huafeng Xia
  • Li Xie
  • Quanmin Zhu

Abstract

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.

Suggested Citation

  • Huafeng Xia & Li Xie & Quanmin Zhu, 2020. "Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 51(16), pages 3285-3298, December.
    • Handle: RePEc:taf:tsysxx:v:51:y:2020:i:16:p:3285-3298
    DOI: 10.1080/00207721.2020.1814893
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