Title :
Multivariable parameter estimation using a 2-step least-squares estimator
Author_Institution :
Imperial College, Department of Computing & Control, London, UK
Abstract :
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.
Keywords :
discrete systems; least squares approximations; linear systems; multivariable control systems; transfer functions; 2-step least squares estimator; multivariable linear discrete system; multivariable parameter estimation; transfer function matrix;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19760254
