• DocumentCode
    1744158
  • Title

    Maximum likelihood estimation of Wiener models

  • Author

    Hagenblad, Anna ; Ljung, Lennart

  • Author_Institution
    Dept. of Electr. Eng., Linkoping Univ., Sweden
  • Volume
    3
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    2417
  • Abstract
    A Wiener model consists of a linear dynamic system followed by a static nonlinearity. The input and output are measured, but not the intermediate signal. We discuss the maximum likelihood estimate for Gaussian measurement and process noise, and the special cases when one of the noise sources is zero
  • Keywords
    Gaussian noise; linear systems; maximum likelihood estimation; probability; Gaussian noise; Wiener model; linear dynamic system; maximum likelihood estimation; probability; process noise; Automatic control; Ear; Gaussian noise; Linear systems; Maximum likelihood estimation; Noise figure; Noise measurement; Nonlinear dynamical systems; Nonlinear systems; Signal processing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
  • Conference_Location
    Sydney, NSW
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-6638-7
  • Type

    conf

  • DOI
    10.1109/CDC.2000.914162
  • Filename
    914162
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1744158