On the equivalence of time and frequency domain maximum likelihood estimation

DOI10.1016/j.automatica.2009.10.038zbMath1205.93141OpenAlexW2084474977MaRDI QIDQ983924

Juan I. Yuz, Ramón A. Delgado, Juan C. Agüero, Graham C. Goodwin

Publication date: 13 July 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/932157

zbMATH Keywords

system identificationmaximum likelihood estimationfrequency domain identification

Mathematics Subject Classification ID

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

Related Items (14)

Maximum likelihood least squares identification method for active noise control systems with autoregressive moving average noise ⋮ Discussion on: ``Identification of ARX and ARARX models in the presence of input and output noises ⋮ Convergence analysis of EFOP estimate based on frequency domain smoothing ⋮ Errors-in-variables identification using maximum likelihood estimation in the frequency domain ⋮ Dual time-frequency domain system identification ⋮ Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation ⋮ Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data ⋮ Maximum likelihood least squares identification for systems with autoregressive moving average noise ⋮ A virtual closed loop method for closed loop identification ⋮ Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models ⋮ Asymptotic statistical analysis for model-based control design strategies ⋮ Frequency domain identification of FIR models in the presence of additive input-output noise ⋮ Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution ⋮ Maximum likelihood ratio detection of abrupt state change for MIMO linear systems based on frequency domain data

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