TY - JOUR
T1 - Maximum likelihood, weighted Kalman and subspace linear prediction algorithms for system identification
AU - Hua, Yingbo
AU - Sarkar, Tapan K.
PY - 1988/12/1
Y1 - 1988/12/1
N2 - For the problem of estimating parameters of a linear system from its input and output sequences, the authors present iterative quadratic maximum-likelihood (IQML), iterative quadratic weighted Kalman (IQWK), and noniterative subspace linear prediction (SLP) algorithms. The presence of forced response, free response, and noise is taken into account. The IQML algorithm is only for the case where either the free response or the forced response is absent from the output. The IQWK algorithm is provided as another classical method for the system identification problem. The SLP algorithms are based on a novel subspace deconvolution of the output. In particular, a double total-least-squares SLP algorithm is provided.
AB - For the problem of estimating parameters of a linear system from its input and output sequences, the authors present iterative quadratic maximum-likelihood (IQML), iterative quadratic weighted Kalman (IQWK), and noniterative subspace linear prediction (SLP) algorithms. The presence of forced response, free response, and noise is taken into account. The IQML algorithm is only for the case where either the free response or the forced response is absent from the output. The IQWK algorithm is provided as another classical method for the system identification problem. The SLP algorithms are based on a novel subspace deconvolution of the output. In particular, a double total-least-squares SLP algorithm is provided.
UR - http://www.scopus.com/inward/record.url?scp=0024185504&partnerID=8YFLogxK
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M3 - Conference Article
AN - SCOPUS:0024185504
SN - 0736-5861
VL - 2
SP - 715
EP - 719
JO - Conference Record - Asilomar Conference on Circuits, Systems & Computers
JF - Conference Record - Asilomar Conference on Circuits, Systems & Computers
T2 - v 1 (of 2)
Y2 - 31 October 1988 through 2 November 1988
ER -