• DocumentCode
    829651
  • Title

    Maximum likelihood parameter estimation for linear systems with singular observations

  • Author

    Kwakernaak, H.

  • Author_Institution
    Twente University of Technology, Enschede, The Netherlands
  • Volume
    24
  • Issue
    3
  • fYear
    1979
  • fDate
    6/1/1979 12:00:00 AM
  • Firstpage
    496
  • Lastpage
    498
  • Abstract
    It is shown that maximum likelihood estimation of unknown parameters of a linear system with singular observations in general results in the maximization of a likelihood function subject to equality constraints.
  • Keywords
    Linear systems, stochastic discrete-time; Parameter estimation; maximum-likelihood (ML) estimation; Linear systems; Mathematics; Maximum likelihood estimation; Parameter estimation; Probability distribution; Random variables; Reactive power; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1102065
  • Filename
    1102065
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=829651