Maximum Likelihood Recursive Identification for the Multivariate Equation-Error Autoregressive Moving Average Systems Using the Data Filtering

Maximum Likelihood Recursive Identification for the Multivariate Equation-Error Autoregressive Moving Average Systems Using the Data Filtering

The maximum likelihood principle has wide applications in system identification. This paper studies the maximum likelihood identification problems of the multivariate equation-error systems with colored noise. The system is broken down into several subsystems based on the number of the outputs. The...

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Bibliographic Details
Main Authors: Lijuan Liu, Feng Ding, Ling Xu, Jian Pan, Ahmed Alsaedi, Tasawar Hayat
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Parameter estimation
maximum likelihood
data filtering
multivariate system
Online Access:https://ieeexplore.ieee.org/document/8668846/

Internet

https://ieeexplore.ieee.org/document/8668846/

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