- Title
- Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
- Creator
- Agüero, Juan C.; Rojas, Cristian R.; Hjalmarsson, Håkan; Goodwin, Graham C.
- Relation
- Automatica Vol. 48, Issue 4, p. 632-637
- Publisher Link
- http://dx.doi.org/10.1016/j.automatica.2012.01.015
- Publisher
- Elsevier
- Resource Type
- journal article
- Date
- 2012
- Description
- 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
- maximum likelihood estimation; accuracy; system identification
- Identifier
- http://hdl.handle.net/1959.13/1327413
- Identifier
- uon:25658
- Identifier
- ISSN:0005-1098
- Language
- eng
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