Constructing maximum likelihood estimates for statistically uncertain linear systems

DOI10.1134/S0005117911090104zbMath1230.93087MaRDI QIDQ650031

N. V. Medvedeva, G. A. Timofeeva

Publication date: 25 November 2011

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

random perturbationsmaximum likelihood methodparameter estimation problemstatistically uncertain linear model

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

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• Nonlinear confidence estimates for statistically uncertain systems
• Minimax identification of a generalized uncertain-stochastic linear model
• Dynamic estimates of confidence and informational sets in statistically indeterminate systems
• Comparison of linear and nonlinear methods of confidence estimation for statistically uncertain systems

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