On the uniqueness of maximum likelihood identification

DOI10.1016/0005-1098(75)90061-8zbMath0316.93012OpenAlexW173331330MaRDI QIDQ1221724

Torsten Söderström

Publication date: 1975

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(75)90061-8

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10)

Related Items (15)

An output error model and algorithm for electromagnetic system identification ⋮ A criterion for uniqueness of a critical point in \(H_ 2\) rational approximation ⋮ Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models ⋮ Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification ⋮ The Box-Jenkins Steiglitz-McBride algorithm ⋮ Some properties of the output error method ⋮ Use Hausdorff metric to analyze convergence of parameter estimation in system identification ⋮ Cost function shaping of the output error criterion ⋮ Global convergence conditions in maximum likelihood estimation ⋮ A new paradigm for parameter estimation in system modeling ⋮ Convergence properties of the generalised least squares identification method ⋮ On stochastic system identification through Liapunov functions ⋮ Large signal-to-noise ratio quantification in MLE for ARARMAX models ⋮ Uniqueness of prediction error estimates of multivariable moving average models ⋮ Uniqueness of estimated k-step prediction models of ARMA processes

Cites Work

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• Convergence properties of the generalised least squares identification method
• On the problem of ambiguities in maximum likelihood identification
• System identification. A survey
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
• Identification of linear, multivariable systems operating under linear feedback control
• On the Maximum Likelihood Method of Identification
• Optimal simultaneous state estimation and parameter identification in linear discrete-time systems
• On the identifiability of parameters

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