JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE) ›› 2015, Vol. 45 ›› Issue (2): 49-55.doi: 10.6040/j.issn.1672-3961.0.2014.359

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Maximum likelihood identification method for a multivariable controlled autoregressive moving average system

GAO Yanpu1, WANG Xiangdong2, WANG Dongqing1   

  1. 1. College of Automation Engineering, Qingdao University, Qingdao 266071, Shandong, China;
    2. Qingdao Haida Ocean Instrument Co.Ltd, Qingdao 266003, Shandong, China
  • Received:2014-12-10 Revised:2015-04-03 Online:2015-04-20 Published:2014-12-10

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Abstract: An algorithm of maximum likelihood method for parameters estimate was presented aimed at multivariable controlled autoregressive moving average (CARMA-like). The algorithm transform the CARMA-like system into m identification models (m is the output numbers), each of which only had a parameter vector which needed to be estimated, and then through maximum likelihood method for estimating parameter vectors of each identification model, and all parameters estimate of the system were obtained. Simulation results verified the effectiveness of the proposed algorithm.

Key words: multivariable systems, least squares, controlled autoregressive moving average (CARMA) model, maximum likelihood, parameter estimation

CLC Number: 

  • TP301
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