Maximum likelihood and prediction error methods

DOI10.1016/0005-1098(80)90078-3zbMath0441.93036OpenAlexW2102249043MaRDI QIDQ1143360

Karl Johan Åström

Publication date: 1980

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(80)90078-3

zbMATH Keywords

modellingmaximum likelihood methodprediction error methodscomputer-aided designcomputer applicationsleast squares approximations

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

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