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

Authorsزهره حیاتی,محسن شفیعی راد,ایمان زمانی,امیرحسین امیری مهرا,زهره عباسی
JournalControl and Cybernetics
Page number1
Volume number50
Paper TypeFull Paper
Published At2021
Journal GradeScientific - research
Journal TypeElectronic
Journal CountryIran, Islamic Republic Of
Journal IndexSCOPUS

Abstract

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.

tags: ARMAX model, discrete 2D systems, iterative identification, MIMO systems, parameter estimation