Errors-in-variables identification using maximum likelihood estimation in the frequency domain

DOI10.1016/j.automatica.2017.01.016zbMath1371.93210OpenAlexW2591941256MaRDI QIDQ2409336

Umberto Soverini, Torsten Söderström

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.01.016

zbMATH Keywords

system identificationdiscrete Fourier transformerrors-in-variables modelslinear dynamic systemsmaximum likelihood identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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