Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification

DOI10.1016/j.automatica.2010.01.026zbMath1193.93180OpenAlexW2067729466MaRDI QIDQ983214

Torsten Söderström, Johan Schoukens, Rik Pintelon, Mei Hong

Publication date: 3 August 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.01.026

zbMATH Keywords

system identificationmaximum likelihooderrors-in-variablesperiodic datajoint output method

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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