Recently, maximum likelihood estimators were derived for frequency domain identification of lineartime-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.
Verbeke, D., Söderström, T., Soverini, U. (2019). A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification. AUTOMATICA, 110, 1-3 [10.1016/j.automatica.2019.108584].
A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification
Soverini, Umberto
2019
Abstract
Recently, maximum likelihood estimators were derived for frequency domain identification of lineartime-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.File in questo prodotto:
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