多变量受控自回归滑动平均系统的极大似然辨识方法

doi:10.6040/j.issn.1672-3961.0.2014.359

山东大学学报(工学版) ›› 2015, Vol. 45 ›› Issue (2): 49-55.doi: 10.6040/j.issn.1672-3961.0.2014.359

多变量受控自回归滑动平均系统的极大似然辨识方法

高艳普¹, 王向东², 王冬青¹

1. 青岛大学自动化工程学院, 山东青岛 266071;
2. 青岛海大海洋仪器开发有限公司, 山东青岛 266003

收稿日期:2014-12-10 修回日期:2015-04-03 出版日期:2015-04-20 发布日期:2014-12-10
通讯作者: 王冬青(1964-),女,山东即墨人,教授,博士,主要研究方向为复杂系统建模与自适应控制.E-mail:dqwang64@163.com E-mail:dqwang64@163.com
作者简介:高艳普(1990-),女,河南平顶山人,硕士研究生,主要研究方向为系统辨识,自适应控制.E-mail:1132449651@qq.com
基金资助:
国家自然科学基金资助课题(61104001)

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

GAO Yanpu¹, WANG Xiangdong², WANG Dongqing¹

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

摘要/Abstract

摘要： 提出了一种针对多变量受控自回归滑动平均(controlled autoregressive moving average system-like, CARMA-like)系统的极大似然参数估计算法。将CARMA-like系统分解成为m个辨识模型(m是输出量的个数),使每一个辨识模型仅包含一个需要估计的参数向量,通过极大似然方法估计每个辨识模型的参数向量,从而得到整个系统的参数估计值。仿真结果验证了该算法的有效性。

关键词: 多变量系统, 极大似然法, 参数辨识, 最小二乘法, CARMA模型

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

中图分类号:

TP301

高艳普, 王向东, 王冬青. 多变量受控自回归滑动平均系统的极大似然辨识方法[J]. 山东大学学报(工学版), 2015, 45(2): 49-55.

GAO Yanpu, WANG Xiangdong, WANG Dongqing. Maximum likelihood identification method for a multivariable controlled autoregressive moving average system[J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2015, 45(2): 49-55.

参考文献

[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.

多维度评价

Viewed

Full text

Abstract

Cited

Shared

Discussed

多变量受控自回归滑动平均系统的极大似然辨识方法

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

PDF (PC)

摘要/Abstract

引用本文

使用本文

参考文献

相关文章 12

多维度评价

本文评价

推荐阅读 10

[1]	张子毅,孙焘,王琦,张宏博,程之恒. 基于坐标转换和ICP算法的水利点云配准方法[J]. 山东大学学报 (工学版), 2024, 54(5): 155-162.
[2]	陈晓燕,齐明杰,程之恒,张昱,庄绪彩,陈亮,田源. 基于岸基激光雷达的水位智能监测技术[J]. 山东大学学报 (工学版), 2024, 54(2): 90-95.
[3]	周勇,吕琛,侯福金,郭鑫铭,宋修广. 基于坐标转换的多路侧激光雷达数据配准方法[J]. 山东大学学报 (工学版), 2022, 52(6): 41-49.
[4]	侯广松,高军,吴衍达,张欣,邓影,李常刚,张亚萍. 输电线路参数与运行方式的相关性分析[J]. 山东大学学报(工学版), 2017, 47(4): 89-95.
[5]	刘菲菲,李建平,陈国强,罗斯特,李增勇*. 坐姿下人体振动特性建模及实验分析[J]. 山东大学学报(工学版), 2012, 42(4): 103-107.
[6]	李改1,2,3, 李磊2,3. 一种解决协同过滤系统冷启动问题的新算法[J]. 山东大学学报(工学版), 2012, 42(2): 11-17.
[7]	王育奎,徐帮树,李术才. 济南城市防洪汛情预警等级判定方法[J]. 山东大学学报(工学版), 2010, 40(4): 88-91.
[8]	李万军赵东标牛敏. 笔式加工轨迹的B样条曲线逼近[J]. 山东大学学报(工学版), 2010, 40(1): 59-62.
[9]	董增寿刘明君. 锅炉氮氧化物排放量检测中PLS的应用改进[J]. 山东大学学报(工学版), 2010, 40(1): 126-128.
[10]	高洪霞,徐明铭,李可军,谭震宇. 配电系统电压跌落源定位新方法[J]. 山东大学学报(工学版), 2009, 39(5): 115-119.
[11]	金鑫,江铭炎 . 基于非线性控制的异结构混沌同步控制[J]. 山东大学学报(工学版), 2007, 37(5): 78-82 .
[12]	庄桥,刘立国,丁国文 . 求解“规准”网络参数的方法及其CAT[J]. 山东大学学报(工学版), 2006, 36(6): 37-41 .