A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification

被引：4
|
作者：
Verbeke, Dieter [1 ]
Soderstrom, Torsten [2 ]
Soverini, Umberto [3 ]
机构：
[1] Vrije Univ Brussel, Dept Engn Technol, Brussels, Belgium
[2] Uppsala Univ, Dept Informat Technol, Uppsala, Sweden
[3] Univ Bologna, Dept Elect Elect & Informat Engn, Bologna, Italy
来源：
AUTOMATICA | 2019年 / 110卷
关键词：
Errors-in-variables; Maximum likelihood; Frequency domain; Linear time-invariant dynamical systems; SEMIGLOBAL STABILIZATION; NONLINEAR-SYSTEMS;
D O I：
10.1016/j.automatica.2019.108584
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Recently, maximum likelihood estimators were derived for frequency domain identification of linear time-invariant models with Gaussian input output uncertainty. This note draws attention to an issue that arises in one of the steps in the optimization of the likelihood function. (C) 2019 Elsevier Ltd. All rights reserved.
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页数：8
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