Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory

DOI10.1002/acs.3007zbMath1425.93293OpenAlexW2948007195MaRDI QIDQ5240987

Feng Ding, Tasawar Hayat, Lijuan Liu

Publication date: 29 October 2019

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.3007

zbMATH Keywords

parameter estimationmaximum likelihoodmultivariate systemmulti-innovationgradient identification

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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