Large signal-to-noise ratio quantification in MLE for ARARMAX models

DOI10.1080/00207179.2013.870353zbMath1291.93312OpenAlexW2027407184MaRDI QIDQ5494530

Xiafei Tang, Yiqun Zou

Publication date: 28 July 2014

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2013.870353

zbMATH Keywords

global and local convergenceMLEoptimization algorithmcost function designlarge enough signal-to-noise ratio (SNR)threshold amplitude coefficient

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

Cost function shaping of the output error criterion

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