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A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification
Vrije Univ Brussel, Dept Engn Technol, Brussels, Belgium.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control.ORCID iD: 0000-0003-4619-8879
Univ Bologna, Dept Elect Elect & Informat Engn, Bologna, Italy.
2019 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 110, article id 108584Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2019. Vol. 110, article id 108584
Keywords [en]
Errors-in-variables, Maximum likelihood, Frequency domain, Linear time-invariant dynamical systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:uu:diva-397962DOI: 10.1016/j.automatica.2019.108584ISI: 000495491900023OAI: oai:DiVA.org:uu-397962DiVA, id: diva2:1376041
Available from: 2019-12-06 Created: 2019-12-06 Last updated: 2019-12-06Bibliographically approved

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Söderström, Torsten

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