Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
697740 | Automatica | 2010 | 11 Pages |
Abstract
Maximum likelihood estimation has a rich history. It has been successfully applied to many problems including dynamical system identification. Different approaches have been proposed in the time and frequency domains. In this paper we discuss the relationship between these approaches and we establish conditions under which the different formulations are equivalent for finite length data. A key point in this context is how initial (and final) conditions are considered and how they are introduced in the likelihood function.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Juan C. Agüero, Juan I. Yuz, Graham C. Goodwin, Ramón A. Delgado,