An analysis of separable least squares data driven local coordinates for maximum likelihood estimation of linear systems

DOI10.1016/j.automatica.2004.11.014zbMath1061.93101OpenAlexW2051255755MaRDI QIDQ1776443

Manfred Deistler, Bernard Hanzon, Thomas Ribarits

Publication date: 12 May 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.11.014

zbMATH Keywords

Maximum likelihood estimationOptimizationLinear systemsState-space modelsParametrization

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

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An analysis of the parametrization by data driven local coordinates for multivariable linear systems ⋮ Robust spectral factor approximation of discrete-time frequency domain power spectras

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