A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification

DOI10.1016/J.AUTOMATICA.2019.108584MaRDI QIDQ2280976zbMATH OpenOpenAlexWikidataFDO

Authors Dieter Verbeke, Torsten Söderström, Umberto Soverini

Publication date 19 December 2019

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2019.108584

zbMATH Keywords

errors-in-variablesfrequency domainlinear time-invariant dynamical systemsmaximum likelihood

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Frequency-response methods in control theory (93C80) Estimation and detection in stochastic control theory (93E10)

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Cites work

• Errors-in-variables identification using maximum likelihood estimation in the frequency domain

Cited in

(7)

• Dual time-frequency domain system identification
• On the computation and statistical properties of the MLE for the frequency response of NCFs
• scientific article; zbMATH DE number 903169 (Why is no real title available?)
• Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle
• Maximum likelihood interval-varying recursive least squares identification for output-error autoregressive systems with scarce measurements
• Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
• On the equivalence of time and frequency domain maximum likelihood estimation

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