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Auxiliary model-based maximum likelihood multi-innovation recursive least squares identification for multiple-input multiple-output systems☆

delete2024-12-01
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PRE
AI
H
Huihui Wang
Q
Qian Zhang
X
Ximei Liu *
DOI:10.1016/j.jfranklin.2024.107352delete
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Abstract

Abstract

En 中文
The aim of this paper is to propose novel identification methods for multiple-input multiple- output systems. Through decomposing a system into subsystems, the system identification model is derived. Based on the obtained sub-model, an auxiliary model-based maximum likelihood recursive least squares algorithm is derived for parameter estimation. For further enhancing the estimation accuracy, the auxiliary model-based maximum likelihood multi- innovation recursive least squares (AM-ML-MIRLS) algorithm is proposed based on the proposed algorithm. Simulation results test the proposed algorithms are all effective, and prove that the proposed AM-ML-MIRLS algorithm has the superior performances in capturing the dynamic properties of the system.
Keywords:
Multivariable system
Recursive identification
Maximum likelihood
Parameter estimation
Multi-innovation identification

Journal

J
Journal of the Franklin Institute-Engineering and Applied Mathematics
IF:
3.7
Papers:
6.2K
Citations:
1.5W

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