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.
A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification / Verbeke, Dieter; Söderström, Torsten; Soverini, Umberto. - In: AUTOMATICA. - ISSN 0005-1098. - ELETTRONICO. - 110:(2019), pp. 108584.1-108584.3. [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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