Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation

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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