DocumentCode
337023
Title
Analytic center and maximum likelihood estimators
Author
Bai, Er-Wei ; Fu, Minyue ; Tempo, Roberto ; Ye, Yinyu
Author_Institution
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Volume
2
fYear
1998
fDate
16-18 Dec 1998
Firstpage
1295
Abstract
The purpose of this paper is to show that the analytic center, originally proposed for identification in a bounded error setting, is a maximum likelihood estimator for a class of probability distributions
Keywords
discrete time systems; maximum likelihood estimation; optimisation; probability; analytic center; bounded error; discrete time systems; identification; maximum likelihood estimation; parameter estimation; probability distributions; Chebyshev approximation; Density functional theory; Least squares approximation; Maximum likelihood estimation; Noise measurement; Probability density function; Probability distribution; Random variables; State estimation; System identification;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location
Tampa, FL
ISSN
0191-2216
Print_ISBN
0-7803-4394-8
Type
conf
DOI
10.1109/CDC.1998.758458
Filename
758458
Link To Document