Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
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Publication:1797200
DOI10.1016/j.jfranklin.2018.07.041zbMath1398.93323OpenAlexW2888081063MaRDI QIDQ1797200
Lijuan Liu, Tasawar Hayat, Feng Ding, Cheng Wang, Yan Wang
Publication date: 18 October 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.2018.07.041
least squares identificationmaximum likelihood recursive least squares estimationmultivariate equation-error ARMA systems
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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