A Suboptimum Maximum Likelihood Approach to Parametric Signal Analysis

DOI10.1115/1.3153031MaRDI QIDQ4206674zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.3153031

zbMATH Keywords

Maximum Likelihood (ML) methodon-line implementationstochastic ARMA modelingwide-sense stationary signals

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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(6)

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• Detectability conditions for output-only subspace identification
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