Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise
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Publication:1648051
DOI10.1016/j.jfranklin.2018.02.025zbMath1390.93879OpenAlexW2790021449MaRDI QIDQ1648051
Tasawar Hayat, Feiyan Chen, Ling Xu, Feng Ding
Publication date: 27 June 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.02.025
multivariable systemsautoregressive moving average noisesdata filtering based maximum likelihood extended gradient algorithmextended gradient algorithm
Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)
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