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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 ...
- Elsevier BV,2012
- printrdacarrier
Numbers
- LIBRIS-ID:oai:DiVA.org:kth-72581
- https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-72581URI
- https://doi.org/10.1016/j.automatica.2012.01.015DOI
Supplementary language notes
- Language:English
- Summary in:English
Part of subdatabase
- SwePubSwePub
Classification
Notes
- QC 20120525
- 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
- TEKNIK OCH TEKNOLOGIER Elektroteknik och elektronik Reglerteknik hsv//swe
- ENGINEERING AND TECHNOLOGY Electrical Engineering, Electronic Engineering, Information Engineering Control Engineering hsv//eng
- Maximum likelihood estimation
- Accuracy
- System identification
Added entries (persons, corporate bodies, meetings, titles ...)
- Rojas, Cristian R.,1980-KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group(Swepub:kth)u10v97p2 (author)
- Hjalmarsson, Håkan,1962-KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group(Swepub:kth)u10a8l40 (author)
- Goodwin, Graham C.The University of Newcastle, Australia (author)
- The University of Newcastle, AustraliaReglerteknik (creator_code:org_t)
Related titles
- In:Automatica: Elsevier BV48:4, s. 632-6370005-10981873-2836
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- Automatica
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- Royal Institute of Technology
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