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

Previous Articles     Next Articles

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

PDF (PC)

504

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
[1] STOICA P, SODERSTROM T. Optimal instrumental variable methods for identification of multivariable linear systems[J]. International Federation of Automatic Control, 1983, 19(4):425-429.
[2] JIN Qibing, WANG Zhu, WANG Jing. Least squares based iterative identification for multivariable integrating and unstable processes in closed loop[J]. Applied Mathematics and Computation, 2014, 242(1):165-180.
[3] BAO Bo, XUE Yingqin, SHENG Jie, et al. Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modeling with nite measurement data[J]. Mathematical & Computer Modelling, 2011, 53(4):1664-1669.
[4] HAN Heqiang, XIE Li, DING Feng, et al. Hierarchical least-squares based iterative identification for multivariable systems with moving average noises[J]. Mathematical and Computer Modeling, 2010, 51(9-10):1213-1220.
[5] HAN Lili, SHENG Jie, DING Feng, et al. Auxiliary model identification method for multirate multi-input systems based on least squares[J]. Mathematical & Computer Modelling, 2009, 50(7-8):1100-1106.
[6] WANG Dongqing, DING Rui, DONG Xinzhuang. Iterative parameter estimation for a class of multivariable systems based on the hierarchical identification principle and the gradient search[J]. Circuits, Systems, and Signal Processing, 2012, 31(6):2167-2177.
[7] DING Feng, WANG Fangfang. Coupled multi innovation stochastic gradient type identification methods for multivariate systems[J]. Journal of Nanjing University of Information Science & Technology:Natural Science Edition, 2014, 6(1):1-16.
[8] DING Feng. Hierarchical estimation algorithms for multivariable systems using measurement information[J]. Information Sciences, 2014, 277(1):396-405.
[9] IN Jae Myung. Tutorial on maximum likelihood estimation[J]. Journal of Mathematical Psychology, 2003, 47(1):90-100.
[10] ARINDAM Roy Choudhury, AMY Willis, JOHN Bunge. Consistency of a phylogenetic tree maximum likelihood estimator[J]. Journal of Statistical Planning and Inference, 2015(161):73-80.
[11] DANIEL Klein, IVAN Žežula.Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices[J].Statistical Methodology, 2015(23):59-72.
[12] MAHMOUD El-Kafafy, TIM De Troyer, PATRCK Guillaume. Fast maximum-likelihood identification of modal parameters with uncertainty intervals: a modal model formulation with enhanced residual term[J]. Mechanical Systems and Signal Processing, 2014, 48(1-2):49-66.
[13] MATTHIJS Van Berkel, GERD Vandersteen, EGON Geerardyn, et al. Frequency domain sample maximum likelihood estimation for spatially dependent parameter estimation in PDEs[J]. Automatica, 2014, 50(8):2113-2119.
[14] LI Junhong, DING Feng, YANG Guowei. Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems[J]. Mathematical and Computer Modelling, 2012, 55(3-4):442-450.
[15] ADE Haryanto, KEUM-Shik Hong. Maximum likelihood identification of Wiener-Hammerstein models[J]. Mechanical Systems & Signal Processing, 2013, 41(1-2):54-70.
[16] WANG Wei, DING Feng, DAI Jiyang. Maximum likelihood least squares identification for systems with autoregressive moving average noise[J]. Applied Mathematical Modelling, 2012, 36(5):1842-1853.
[17] MICHAEL Schmitt, UWE Stilla. Maximum likelihood estimation for multi-aspect multi-baseline SAR interferometry of urban areas[J]. ISPRS Journal of Photogrammetry and Remote Sensing, 2014(87):68-77.
[1] YE Xiaofeng, WANG Peiliang, YANG Zeyu. Quality prediction method based on hybrid MPLS for multiphases process [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2017, 47(5): 246-253.
[2] LI Sushu, WANG Shitong, LI Tao. A feature selection method based on LS-SVM and fuzzy supplementary criterion [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2017, 47(3): 34-42.
[3] XU Long-qin1, LIU Shuang-yin1,2,3,4*. Water quality prediction model based on APSO-WLSSVR [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2012, 42(5): 80-86.
[4] LIU Fei-fei, LI Jian-ping, CHEN Guo-qiang, LUO Si-te, LI Zeng-yong*. Biomechanical model of seated human body exposed to vertical vibration [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2012, 42(4): 103-107.
[5] LI Gai1,2,3, LI Lei2,3. A  new algorithm of cold-start in a collaborative filtering system [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2012, 42(2): 11-17.
[6] WANG Yu-kui, XU Bang-shu, LI Shu-cai. The  confirming method of the urban  flood warning level of Jinan City [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2010, 40(4): 88-91.
[7] DONG Zeng-Shou, LIU Ming-Jun. The application improvement of PLS in  boiler NOx  emissions testing [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2010, 40(1): 126-128.
[8] DENG Bin,WANG Jiang . Estimating parameters of a neuron model based on chaos synchronization and adaptive control [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2007, 37(5): 19-23 .
[9] , . Study on Traffic Volume Forecasting Algorithm Based on RBF Neural Network [J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2007, 37(4): 0-0 .
Viewed
Full text


Abstract

Cited
  Shared   
  Discussed   
No Suggested Reading articles found!
Copyright 2018 © Editorial office of Journal of Shandong University (Engineering Science)
Supported by Beijing Magtech Co.Ltd