<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>This paper presents an iterative method for the unbiased identification of linear Multiple-Input Multiple-Output (MIMO) discrete two-dimensional (2D) systems. The system discussed here has Auto-Regressive Moving-Average model with exogenous inputs (ARMAX model). The proposed algorithm functions on the basis of the traditional Iterative Generalized Least Squares (IGLS) method. In summary, this paper proposes a two-dimensional Multiple-Input Multiple-Output Iterative Generalized Least Squares (2DMIGLS) algorithm to estimate the unknown parameters of the ARMAX model. Finally, simulation results show the efficiency and accuracy of the presented algorithm in estimating the unknown parameters of the model in the presence of colored noise.</p>
</abstract>

This paper presents an iterative method for the unbiased identification of linear Multiple-Input Multiple-Output (MIMO) discrete two-dimensional (2D) systems. The system discussed here has Auto-Regressive Moving-Average model with exogenous inputs (ARMAX model). The proposed algorithm functions on the basis of the traditional Iterative Generalized Least Squares (IGLS) method. In summary, this paper proposes a two-dimensional Multiple-Input Multiple-Output Iterative Generalized Least Squares (2DMIGLS) algorithm to estimate the unknown parameters of the ARMAX model. Finally, simulation results show the efficiency and accuracy of the presented algorithm in estimating the unknown parameters of the model in the presence of colored noise.

Parameter estimation of MIMO two-dimensional ARMAX model based on IGLS method

Department of Electrical and Computer Engineering

Electrical and Electronic Engineering Department

Control and Cybernetics

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

{"article-title":"Parameter estimation of MIMO two-dimensional ARMAX model based on IGLS method"}

This paper presents an iterative method for the unbiased identification of linear Multiple-Input Multiple-Output (MIMO) discrete two-dimensional (2D) systems....

Parameter estimation of MIMO two-dimensional ARMAX model based on IGLS method

Publié en ligne: 27 juin 2022

Pages: 303 - 322

Reçu: 01 nov. 2018

Accepté: 01 mars 2021

DOI: https://doi.org/10.2478/candc-2021-0020

Mots clés
ARMAX model, discrete 2D systems, iterative identification, MIMO systems, parameter estimation

© 2021 Zohreh Hayati et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Parameter estimation of MIMO two-dimensional ARMAX model based on IGLS method

Publié en ligne: 27 juin 2022

Pages: 303 - 322

Reçu: 01 nov. 2018

Accepté: 01 mars 2021

DOI: https://doi.org/10.2478/candc-2021-0020

Mots clésARMAX model, discrete 2D systems, iterative identification, MIMO systems, parameter estimation

© 2021 Zohreh Hayati et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Mots clés
ARMAX model, discrete 2D systems, iterative identification, MIMO systems, parameter estimation