Accuracy Analysis of Time-domain Maximum Likelihood Method and Sample Maximum Likelihood Method for Errors-in-Variables Identification
نویسندگان
چکیده
منابع مشابه
Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables identification
The time domain maximum likelihood (TML) method and the sample maximum Likelihood (SML) method are two approaches for identifying errors-invariables models. Both methods may give the optimal estimation accuracy (achieve Cramér-Rao lower bound) but in different senses. In the TML method, an important assumption is that the noise-free input signal is modeled as a stationary process with rational ...
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The time domain maximum likelihood (TML) method and the Sample Maximum Likelihood (SML) method are two general approaches for identifying errors-in-variables models. In the TML method, an important assumption is that the noise-free input signal must be a stationary process with rational spectrum. For SML, the noise-free input needs to be periodic. In this report, numerical comparisons of these ...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2008
ISSN: 1474-6670
DOI: 10.3182/20080706-5-kr-1001.00235