The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise

DOI10.1016/j.jfranklin.2017.05.017zbMath1367.93628MaRDI QIDQ2011872

Feng Ding, Ximei Liu, Meihang Li

Publication date: 27 July 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2017.05.017

zbMATH Keywords

parameter estimation; system modeling; bilinear system; maximum likelihood methods; least squares based iterative (LSI) algorithm

Mathematics Subject Classification ID

93C10: Nonlinear systems in control theory

93E10: Estimation and detection in stochastic control theory

93E24: Least squares and related methods for stochastic control systems