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Maximum likelihood identification of stable linear dynamical systems - MaRDI portal

Maximum likelihood identification of stable linear dynamical systems (Q1716471)

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scientific article; zbMATH DE number 7012127
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English
Maximum likelihood identification of stable linear dynamical systems
scientific article; zbMATH DE number 7012127

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    Maximum likelihood identification of stable linear dynamical systems (English)
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    5 February 2019
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    system identification
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    expectation maximization
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    Lagrangian relaxation
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    convex optimization
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