• DocumentCode
    841273
  • Title

    Perturbation analysis of a maximum-likelihood objective function

  • Author

    Hsueh, A.C. ; Mendel, Jerry M.

  • Author_Institution
    University of Southern California, Los Angeles, CA, USA
  • Volume
    28
  • Issue
    12
  • fYear
    1983
  • fDate
    12/1/1983 12:00:00 AM
  • Firstpage
    1122
  • Lastpage
    1124
  • Abstract
    In this technical note we study the statistics of a maximum-likelihood (ML) objective function-one that is frequently used in system identification-using perturbation analysis. We obtain first-order approximations for both the mean and variance of the objective function.
  • Keywords
    Perturbation methods; System identification, linear systems; maximum-likelihood (ML) estimation; Density functional theory; Density measurement; Equations; Jacobian matrices; Statistical analysis; Statistics; Technological innovation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1983.1103188
  • Filename
    1103188
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=841273