Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise
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Publication:6577238
DOI10.1002/rnc.7344zbMATH Open1543.93321MaRDI QIDQ6577238
Publication date: 23 July 2024
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
maximum likelihoodmodel decompositioniterative identificationmultivariate systemnegative gradient search
Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)
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Related Items (2)
Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems ⋮ Sliding window iterative identification for nonlinear closed-loop systems based on the maximum likelihood principle
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