1. |
- Agüero, Juan C., et al.
(författare)
-
Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
- 2012
-
Ingår i: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 48:4, s. 632-637
-
Tidskriftsartikel (refereegranskat)abstract
- 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.
|
|