Maximum likelihood estimation of linear SISO models subject to missing output data and missing input data

DOI10.1080/00207179.2014.913346zbMath1308.93234OpenAlexW2023714235MaRDI QIDQ2938611

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Publication date: 14 January 2015

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111470

zbMATH Keywords

system identificationmaximum likelihood estimationmissing data

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Related Items (6)

The most powerful unfalsified model for data with missing values ⋮ Maximum likelihood estimation of Gaussian models with missing data -- Eight equivalent formulations ⋮ The Nesterov accelerated gradient algorithm for auto-regressive exogenous models with random lost measurements: interpolation method and auxiliary model method ⋮ Dynamic output-feedback-based \(\mathcal{H}_\infty\) design for networked control systems with multipath packet dropouts ⋮ Modeling and identification of uncertain-input systems ⋮ Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise

Uses Software

• Matlab

Cites Work

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