• DocumentCode
    941073
  • Title

    Derivation of the recursive maximum-likelihood identification algorithm

  • Author

    Panuska, V.

  • Author_Institution
    Concordia University, Department of Electrical Engineering, Montreal, Canada
  • Volume
    13
  • Issue
    1
  • fYear
    1977
  • Firstpage
    19
  • Lastpage
    20
  • Abstract
    It is shown that the recursive maximum-likelihood identification algorithm, which was obtained previously as an online version of the maximum-likelihood method, can be derived in a straightforward way by using a stochastic approximation approach.
  • Keywords
    identification; linear systems; linear dynamic system; recursive maximum likelihood identification algorithm; stochastic approximation approach;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19770014
  • Filename
    4240338
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=941073