An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems
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Publication:1592898
DOI10.1016/S0005-1098(00)00127-8zbMath0967.93092OpenAlexW1997324257WikidataQ127740051 ScholiaQ127740051MaRDI QIDQ1592898
Publication date: 1 May 2001
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(00)00127-8
Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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\(H_\infty\)-norm-based optimization for the identification of gray-box LTI state-space model parameters ⋮ An algorithm of uniform ultimate boundedness for a class of switched linear systems ⋮ Hellinger distance estimation of nonlinear dynamical systems. ⋮ Parameter estimation in nonlinear systems with auto and crosscorrelated noise ⋮ Revisiting Hammerstein system identification through the two-stage algorithm for bilinear parameter estimation
Cites Work
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- Nonlinear Regression with Autoregressive Time Series Errors
- Nonlinear Regression with Autocorrelated Errors
- Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials
- A Simplex Method for Function Minimization
- A comparative study of AR order selection methods
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