scientific article; zbMATH DE number 1058097

MaRDI QIDQ4353208zbMATH OpenFDO

Authors B. De Moor

Publication date 27 October 1997

zbMATH Keywords

maximum likelihoodmatrix completionsignal processingsystem identificationfinite impulse responsestructured total least squaresRiemannian singular value decompositionARMA model parameter estimationlinear estimation problems

Mathematics Subject Classification ID

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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