An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality

DOI10.1016/0005-1098(91)90095-JzbMATH Open0729.62516MaRDI QIDQ806893FDOQ806893

Authors: Seppo Karrila, Tapio Westerlund 

Publication date: 1991

Published in: Automatica (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Dynamic system identification. Experiment design and data analysis
• Title not available (Why is that?)

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