Study of conditional ML estimators in time and frequency-domain system identification

DOI10.1016/S0005-1098(98)00140-XzbMath0961.93010MaRDI QIDQ1295116

Johan Schoukens, Rik Pintelon, Yves Rolain

Publication date: 5 December 1999

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

identificationfrequency domainmaximum likelihood estimationcovariance matrixinitial conditionnoise modelmain diagonal

Mathematics Subject Classification ID

System identification (93B30)

Related Items (4)

Grey-box state-space identification of nonlinear mechanical vibrations ⋮ Box-Jenkins alike identification using nonparametric noise models ⋮ Identification of linear systems with nonlinear distortions ⋮ An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems

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