Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation

Abstract:

In this paper, we study the accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation. We present a frequency-domain representation for the information matrix for general linear MIMO models. We show that the variance of estimated parametric models for linear MIMO systems satisfies a fundamental integral trade-off. This trade-off is expressed as a multivariable 'water-bed' effect. An extension to spectral estimation is also discussed. © 2012 Elsevier Ltd. All rights reserved.

Año de publicación:

2012

Keywords:

• system identification
• accuracy
• maximum likelihood estimation

Fuente:

scopus