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Frequency Domain Maximum Likelihood Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1999 (English)Report (Other academic)
Abstract [en]

The multivariable maximum-likelihood estimate is derived for the case of frequency domain data. The relation with the time domain estimate is commented upon. The algorithm is analyzed with respect to consistency and expressions of the asymptotic variance is presented.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1999. , 7 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2131
Keyword [en]
Maximum-likelihood, Frequency domain, Estimation, Multivariable, Stochastic analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55714ISRN: LiTH-ISY-R-2131OAI: oai:DiVA.org:liu-55714DiVA: diva2:316482
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-08Bibliographically approved

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fulltext(129 kB)322 downloads
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File name FULLTEXT01.pdfFile size 129 kBChecksum SHA-512
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Type fulltextMimetype application/pdf

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Ljung, lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • vancouver
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  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf