On the equivalence of time and frequency domain maximum likelihood estimation

DOI10.1016/j.automatica.2009.10.038zbMath1205.93141MaRDI QIDQ983924

Juan I. Yuz, Ramón A. Delgado, Juan C. Agüero, Graham C. Goodwin

Publication date: 13 July 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/932157

zbMATH Keywords

system identification; maximum likelihood estimation; frequency domain identification

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

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