Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution
type: Item
instance of: scholarly article
title: Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution
zbMATH Open document ID: 1478.93704
author: Rafael Orellana
author: Gustavo Bittner
author: Rodrigo Carvajal
author: Juan C. Agüero
published in: Automatica
publication date: 2021-12-14T00:00:00Z
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 7444283
zbMATH Keywords: maximum likelihood
zbMATH Keywords: non-minimum-phase transfer function
zbMATH Keywords: Gaussian mixture noise distribution
zbMATH Keywords: expectation-maximization
MaRDI profile type: Publication
full work available at URL: j.automatica.2021.109937
OpenAlex ID: W3205387693
cites work: On the equivalence of time and frequency domain maximum likelihood estimation
cites work: A new look at the statistical model identification
cites work: Robust identification of a nonminimum phase system: Blind adjustment of a linear equalizer in data communications
cites work: Model Selection and Multimodel Inference
cites work: The problem of pole-zero cancellation in transfer function identification and application to adaptive stabilization
cites work: Non-Asymptotic Confidence Sets for the Parameters of Linear Transfer Functions
cites work: Q4139463
cites work: Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments
cites work: Identification of nonminimum phase systems using higher order statistics
cites work: Q5323626
cites work: On the convergence properties of the EM algorithm
cites work: An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
cites work: Q4869732
cites work: Finite-dimensional sensor orbits and optimal nonlinear filtering
cites work: Finite mixture models
cites work: Mixtures
cites work: Q3993068
cites work: Q4953890
cites work: Performance analysis of parameter estimation algorithms based on high-order moments
cites work: Q4665182
cites work: Maximum likelihood and lower bounds in system identification with non-Gaussian inputs
cites work: On covariance function tests used in system identification
cites work: Recursive Bayesian estimation using Gaussian sums
cites work: The Deviance Information Criterion: 12 Years on
cites work: Identification of non-minimum phase linear stochastic systems
cites work: Coordinate descent algorithms
cites work: Data-driven fault estimation of non-minimum phase LTI systems
cites work: Statistical convergence of the EM algorithm on Gaussian mixture models
DOI: 10.1016/J.AUTOMATICA.2021.109937
description: scientific article; zbMATH DE number 7444283