Identification of Linear Dynamic Systems—A Survey of Some Recent Developments

DOI10.1093/IMAMCI/3.2-3.119MaRDI QIDQ3778655zbMATH OpenOpenAlexFDO

Authors Manfred Deistler

Publication date 1986

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/3.2-3.119

zbMATH Keywords

identification of linear dynamic systemsmaximum- likelihood estimationorder estimationstructure theory

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Realizations from input-output data (93B15) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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