Multivariable parameter estimation using a 2-step least-squares estimator

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Multivariable parameter estimation using a 2-step least-squares estimator

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© The Institution of Electrical Engineers
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A 2-step least-squares technique is extended to deal with the problem of estimating the parameters of the transfer-function matrix of a multivariable linear discrete system. The method does not require assumptions such as common dynamics and a single noise source. Results on its performance are presented.

Inspec keywords: multivariable control systems; least squares approximations; linear systems; transfer functions; discrete systems

Other keywords: multivariable parameter estimation; multivariable linear discrete system; transfer function matrix; 2-step least squares estimator

Subjects: Discrete control systems; Multivariable control systems

References

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      • M.J. Denham . Canonical forms for the identification of multivariable linear systems. IEEE Trans. , 646 - 656
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