Filtering-Based Parameter Identification Methods for Multivariable Stochastic Systems

Filtering-Based Parameter Identification Methods for Multivariable Stochastic Systems

This paper presents an adaptive filtering-based maximum likelihood multi-innovation extended stochastic gradient algorithm to identify multivariable equation-error systems with colored noises. The data filtering and model decomposition techniques are used to simplify the structure of the considered...

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Bibliographic Details
Main Authors: Huafeng Xia, Feiyan Chen
Format: Article
Language:English
Published: MDPI AG 2020-12-01
Series:Mathematics
Subjects:
adaptive filtering
maximum likelihood
multi-innovation identification theory
multivariable system
Online Access:https://www.mdpi.com/2227-7390/8/12/2254

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