scientific article; zbMATH DE number 1058097
zbMATH Open0879.65104MaRDI QIDQ4353208FDOQ4353208
Authors: B. De Moor
Publication date: 27 October 1997
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maximum likelihoodmatrix completionsignal processingsystem identificationfinite impulse responsestructured total least squaresRiemannian singular value decompositionARMA model parameter estimationlinear estimation problems
Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Identification in stochastic control theory (93E12)
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