Title of article
Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
Author/Authors
Agüero، نويسنده , , Juan C. and Rojas، نويسنده , , Cristian R. and Hjalmarsson، نويسنده , , Hهkan and Goodwin، نويسنده , , Graham C.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
6
From page
632
To page
637
Abstract
In this paper, we study the accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation. We present a frequency-domain representation for the information matrix for general linear MIMO models. We show that the variance of estimated parametric models for linear MIMO systems satisfies a fundamental integral trade-off. This trade-off is expressed as a multivariable ‘water-bed’ effect. An extension to spectral estimation is also discussed.
Keywords
Maximum likelihood estimation , accuracy , System identification
Journal title
Automatica
Serial Year
2012
Journal title
Automatica
Record number
1448638
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