Large signal-to-noise ratio quantification in MLE for ARARMAX models

DOI10.1080/00207179.2013.870353MaRDI QIDQ5494530zbMATH OpenOpenAlexFDO

Authors Yiqun Zou, Xiafei Tang

Publication date 28 July 2014

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179.2013.870353

zbMATH Keywords

MLEoptimization algorithmglobal and local convergencecost function designlarge enough signal-to-noise ratio (SNR)threshold amplitude coefficient

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 417962 (Why is no real title available?)
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• Convergence properties of the generalised least squares identification method
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• Facts, Conjectures, and Improvements for Simulated Annealing
• Global convergence conditions in maximum likelihood estimation
• Instantaneous frequency estimation at low signal-to-noise ratios using time-varying notch filters
• Maximum likelihood and prediction error methods
• Note on the Consistency of the Maximum Likelihood Estimate
• On the uniqueness of maximum likelihood identification
• Robust adaptive learning of feedforward neural networks via LMI optimizations
• Set membership identification of nonlinear systems
• Some properties of the output error method
• Uncertainty of transfer function modelling using prior estimated noise models
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model

Cited in

(1)

• Cost function shaping of the output error criterion

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