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

DOI10.1016/J.AUTOMATICA.2019.108584zbMATH Open1429.93375OpenAlexW2975599303WikidataQ127199076 ScholiaQ127199076MaRDI QIDQ2280976FDOQ2280976

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

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zbMATH Keywords

maximum likelihooderrors-in-variablesfrequency domainlinear time-invariant dynamical systems

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

• On the computation and statistical properties of the MLE for the frequency response of NCFs
• Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle
• Title not available (Why is that?)
• Maximum likelihood interval-varying recursive least squares identification for output-error autoregressive systems with scarce measurements
• On the equivalence of time and frequency domain maximum likelihood estimation

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