کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10226063 1701241 2018 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
چکیده انگلیسی
This paper focuses on the parameter estimation problems of multivariate equation-error systems. A recursive generalized extended least squares algorithm is presented as a comparison. Based on the maximum likelihood principle and the coupling identification concept, the multivariate equation-error system is decomposed into several regressive identification models, each of which has only a parameter vector, and a coupled subsystem maximum likelihood recursive least squares identification algorithm is developed for estimating the parameter vectors of these submodels. The simulation example shows that the proposed algorithm is effective and has high estimation accuracy.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Franklin Institute - Volume 355, Issue 15, October 2018, Pages 7609-7625
نویسندگان
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