Maximum likelihood identification of linear discrete-time systems
The theoretical properties of the Maximum Likelihood estimator, for both single input-single output and multivariable systems, are considered. New results relative to convergence properties of some identification methods of single input-single output systems are obtained. A unified approach to the M...
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| Language: | English |
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2010
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| Online Access: | http://hdl.handle.net/2429/19857 |