Maximum likelihood estimation of linear SISO models subject to missing output data and missing input data
نویسندگان
چکیده
منابع مشابه
A unified approach to identification of linear SISO models subject to missing output data and missing input data, Report no. LiTH-ISY-R-3014
When output data is missing in a system identi cation scenario, it is not the Euclidean norm of the prediction error vector per se that should be minimized. Doing so will almost always yield biased parameter estimates. Two algorithms for estimation of the parameters, which can handle both missing output data and missing input data, are presented. The criterion minimized in the algorithms is the...
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ژورنال
عنوان ژورنال: International Journal of Control
سال: 2014
ISSN: 0020-7179,1366-5820
DOI: 10.1080/00207179.2014.913346