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Accuracy of linear ...
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Agüero, Juan C.The University of Newcastle, Australia
(author)
Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
- Article/chapterEnglish2012
Publisher, publication year, extent ...
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Elsevier BV,2012
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Numbers
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LIBRIS-ID:oai:DiVA.org:kth-72581
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https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-72581URI
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https://doi.org/10.1016/j.automatica.2012.01.015DOI
Supplementary language notes
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Language:English
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Summary in:English
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Subject category:ref swepub-contenttype
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Subject category:art swepub-publicationtype
Notes
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QC 20120525
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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.
Subject headings and genre
Added entries (persons, corporate bodies, meetings, titles ...)
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Rojas, Cristian R.,1980-KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group(Swepub:kth)u10v97p2
(author)
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Hjalmarsson, Håkan,1962-KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group(Swepub:kth)u10a8l40
(author)
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Goodwin, Graham C.The University of Newcastle, Australia
(author)
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The University of Newcastle, AustraliaReglerteknik
(creator_code:org_t)
Related titles
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In:Automatica: Elsevier BV48:4, s. 632-6370005-10981873-2836
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