Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
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An Identification Method for Multiple-Input Single-Output Linear Systems with Estimation of Variance of Input-Output Noises
Nobuo Komatsu
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2015 Volume 28 Issue 7 Pages 310-319

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Abstract

A new algorithm is proposed to estimate parameters of MISO system. The algorithm is an expansion of the previously proposed algorithm by the author for SISO system. Those algorithms use an iterative calculation and they consist of two parts. One part is the estimation of the system parameters using the variances of errors. The other part is the estimation of the variances of errors using the system parameters. The estimation of the system parameters is one of the least squares identification algorithms using eigenvector. The variances of errors are estimated by solving linear simultaneous equations derived from the difference equation of the system. Some simulations show the effectiveness of the proposed method.

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© 2015 The Institute of Systems, Control and Information Engineers
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