Sökning: id:"swepub:oai:DiVA.org:kth-72581" >
Accuracy of linear ...
Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
-
- Agüero, Juan C. (författare)
- The University of Newcastle, Australia
-
- Rojas, Cristian R., 1980- (författare)
- KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group
-
- Hjalmarsson, Håkan, 1962- (författare)
- KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group
-
visa fler...
-
- Goodwin, Graham C. (författare)
- The University of Newcastle, Australia
-
visa färre...
-
(creator_code:org_t)
- Elsevier BV, 2012
- 2012
- Engelska.
-
Ingår i: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 48:4, s. 632-637
- Relaterad länk:
-
https://urn.kb.se/re...
-
visa fler...
-
https://doi.org/10.1...
-
visa färre...
Abstract
Ämnesord
Stäng
- In this paper, we study the accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation. We present a frequency-domain representation for the information matrix for general linear MIMO models. We show that the variance of estimated parametric models for linear MIMO systems satisfies a fundamental integral trade-off. This trade-off is expressed as a multivariable 'water-bed' effect. An extension to spectral estimation is also discussed.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Maximum likelihood estimation
- Accuracy
- System identification
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
Hitta via bibliotek
Till lärosätets databas