Optimization with respect to covariance sequence parameters
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Publication:1070991
DOI10.1016/0005-1098(85)90041-XzbMath0584.93074OpenAlexW1988875124MaRDI QIDQ1070991
Torsten Söderström, Petre Stoica
Publication date: 1985
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(85)90041-x
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Related Items (3)
Approximate maximum-likelihood approach to ARMA spectral estimation ⋮ A generalised instrumental variable estimator for multivariable errors-in-variables identification problems ⋮ Approximate maximum likelihood frequency estimation
Cites Work
- Instrumental variable methods for system identification
- Characterization of the partial autocorrelation function
- The Fitting of Time-Series Models
- Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
- A useful input parameterization for optimal experiment design
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