Identification of noisy input-output FIR models with colored output noise
نویسندگان
چکیده
منابع مشابه
Maximum likelihood identification of noisy input-output models
This paper deals with the identification of errors–in–variables (EIV) models corrupted by additive and uncorrelated white Gaussian noises when the noise–free input is an arbitrary signal, not necessarily periodic. In particular, a frequency domain maximum likelihood (ML) estimator is proposed. As some other EIV estimators, this method assumes that the ratio of the noise variances is known.
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2020
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2020.12.850