Consistent parameter estimation in multi-input multi-output discrete systems

✍ Scribed by Erik V. Bohn; Martin K. De Beer

• Publisher: Elsevier Science
• Year: 1977
• Tongue: English
• Weight: 336 KB
• Volume: 13
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(77)90057-7

✦ Synopsis

An algebraic approach to the determination of consistent parameter estimates of multiple-input multiple-output (MIMO) discrete systems for general type input sequences is developed. It is shown that a special canonical structure for the system matrices exist such that the parameter estimation equations decouple into p independent subsystem equations. This results in a significant reduction in the dimension of the data matrix and allows simple algebraic equations to be derived relating system parameters, least-squares parameter estimates, and noise parameters. It is shown that the solution of these equations yields consistent parameter estimates which have rapid initial convergence towards the correct parameter values.