Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model
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Publication:2342750
DOI10.1016/j.automatica.2014.10.126zbMath1309.93178OpenAlexW2022003320MaRDI QIDQ2342750
Publication date: 29 April 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2014.10.126
system identificationmaximum likelihoodrecursive estimationBox-Jenkins modelen-bloc estimationoptimal instrumental variable
Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)
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