Abstract: After formulating the parameter estimation problem of MIMO systems with constraints on parameters of different equations, the least square estimates of parameters of the systems are obtained by using vector-dimension-augmenting technique and lagrange's method of multipliers. Based on the structural analysis of the estimating formula, analgorithm of the paramerter estimetes os given. The statistical properties of the estimates are discussed.

Key words: MIMO system, constraint, vector-dimension-augmenting technique, least square estimate

摘要： 本文在阐述了多输入多输出(MIMO)系统具有不可分离约束的参数估计问题之后,利用扩维技术和拉格朗日乘子法,导出了系统参数的最小二乘估计,分析了其结构,讨论了参数估计的计算和参数估计的统计性质.

关键词: MIMO系统, 不可分离约束, 扩维技术, 最小二乘估计