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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.
1997 (English)In: Proceedings of the 11th IFAC Symposium on System Identification, 1997, Vol. 4, 1741-1746 p.Conference paper, Published paper (Refereed)
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
1997. Vol. 4, 1741-1746 p.
Keyword [en]
Maximum-likelihood, Frequency domain, Estimation, Multivariable, Stochastic analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-93799ISBN: 0080425925 (print)OAI: oai:DiVA.org:liu-93799DiVA: diva2:626761
Conference
11th IFAC Symposium on System Identification, Fukuoka, Japan, July, 1997
Available from: 2013-06-10 Created: 2013-06-10 Last updated: 2013-06-10

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Ljung, Lennart

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