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Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models - MaRDI portal

Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models (Q880412)

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scientific article; zbMATH DE number 5152874
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English
Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
scientific article; zbMATH DE number 5152874

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    Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models (English)
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    15 May 2007
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    errors-in-variables
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    maximum likelihood
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    continuous-time models
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    discrete-time models
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    frequency domain
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    Gauss--Newton minimization scheme
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    Cramér--Rao lower bound
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