On the uniqueness of maximum likelihood identification
From MaRDI portal
Publication:1221724
DOI10.1016/0005-1098(75)90061-8zbMath0316.93012OpenAlexW173331330MaRDI QIDQ1221724
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
Related Items
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
- Unnamed Item
- Unnamed Item
- 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