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

Huafeng Xia, Li Xie and Quanmin Zhu

International Journal of Systems Science, 2020, vol. 51, issue 16, 3285-3298

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.

Date: 2020
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DOI: 10.1080/00207721.2020.1814893

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