Journal
INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS
Volume 18, Issue 6, Pages 1581-1592Publisher
INST CONTROL ROBOTICS & SYSTEMS, KOREAN INST ELECTRICAL ENGINEERS
DOI: 10.1007/s12555-019-0191-5
Keywords
Bilinear system; data filtering; iterative identification; least squares; maximum likelihood; parameter estimation
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Funding
- National Natural Science Foundation of China [61472195]
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Maximum likelihood methods are based on the probability and statistics theory, and significant for parameter estimation and system modeling. This paper combines the maximum likelihood principle with the data filtering technique for parameter estimation of a class of bilinear systems. The input-output representation of a bilinear system is derived through eliminating the state variables in the model. Then, a filtering based maximum likelihood iterative least squares algorithm is proposed for identifying the parameters of bilinear systems with colored noises by filtering the input-output data with a filter. A least squares based iterative algorithm is given for comparison. The simulation results indicate that the proposed algorithm is effective for identifying bilinear systems. The filtering based maximum likelihood iterative least squares algorithm is more accurate under different noise variance, and has higher computational efficiency.
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