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Maximum Likelihood Estimation of Wiener Models
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.
2000 (English)Report (Other academic)
Abstract [en]

A Wiener model consists of a linear dynamic system followed by a static nonlinearity. The input and output are measured, but not the intermediate signal. We discuss the Maximum Likelihood estimate for Gaussian measurement and process noise, and the special cases when one of the noise sources is zero.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2000. , 4 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2308
Keyword [en]
Identification, Maximum likelihood, Wiener model, Process noise, Nonlinear model
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55751ISRN: LiTH-ISY-R-2308OAI: oai:DiVA.org:liu-55751DiVA: diva2:316580
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-05Bibliographically approved

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Hagenblad, AnnaLjung, Lennart

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • 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