Interactive maximum likelihood estimation

DOI10.1080/00207178008922904MaRDI QIDQ3899922zbMATH OpenOpenAlexFDO

Authors D. L. Prager, Peter E. Wellstead

Publication date 1980

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

Full work available at URL https://doi.org/10.1080/00207178008922904

zbMATH Keywords

identificationleast squares approximationsmaximum likelihood estimationmodellingparameter estimationrecursive hypothesis testing

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• A recursive (on-line) maximum likelihood identification method
• Canonical forms for the identification of multivariable linear systems
• Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems
• scientific article; zbMATH DE number 3717206 (Why is no real title available?)
• Some observations on instrumental variable methods of time-series analysis
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model

Cited in

(1)

• scientific article; zbMATH DE number 3763803 (Why is no real title available?)

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