Title :
Maximum likelihood stochastic gradient parameter estimation algorithm for multi-input multi-output systems
Author :
Junhong Li ; Ping Jiang ; Yi Yang
Author_Institution :
Sch. of Electr. Eng., Nantong Univ., Nantong, China
fDate :
May 31 2014-June 2 2014
Abstract :
This paper discusses parameter estimation problems of the multi-input multi-output systems described by input-output difference equation models. A maximum likelihood stochastic gradient algorithm with a forgetting factor is proposed for each subsystem. The effectiveness of the proposed algorithm is verified by a numerical example.
Keywords :
MIMO systems; difference equations; gradient methods; maximum likelihood estimation; parameter estimation; stochastic processes; input-output difference equation models; maximum likelihood stochastic gradient parameter estimation algorithm; multiinput multioutput systems; Computational modeling; Mathematical model; Maximum likelihood estimation; Parameter estimation; Stochastic processes; Vectors; Maximum likelihood; Multi-input multi-output systems; Parameter estimation; Stochastic gradient;
Conference_Titel :
Control and Decision Conference (2014 CCDC), The 26th Chinese
Conference_Location :
Changsha
Print_ISBN :
978-1-4799-3707-3
DOI :
10.1109/CCDC.2014.6852237
