The least squares parameter estimation of MIMO systems with constraints on parameters of different equations (Q2725429)
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scientific article; zbMATH DE number 1619215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The least squares parameter estimation of MIMO systems with constraints on parameters of different equations |
scientific article; zbMATH DE number 1619215 |
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17 October 2002
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parameter constraints
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discrete MIMO systems
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least squares estimation
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Lagrange multipliers
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0.87031835
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0.86990535
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0.86370885
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0.8604984
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0.85450923
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0.8536526
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0.85157824
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The least squares parameter estimation of MIMO systems with constraints on parameters of different equations (English)
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The authors consider discrete, time-invariant MIMO systems with linear inseparable constraints on the parameters. By using the method of Lagrange multipliers, the least squares parameter estimation for the systems is then derived. The obtained estimate under the constraints is unbiased and is equal to the estimates without constraints plus a modified term.
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