Frequency Domain Maximum Likelihood Identification With Gaussian Input–Output Uncertainty
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DOI: 10.1109/lcsys.2019.2922063
Abstract: This letter deals with the identification of dynamical systems corrupted by additive and independent identically distributed Gaussian noise sources when the noise-free-input is an arbitrary signal. We review two stochastic models: 1) the errors-in-variables (EIV)… read more here.
Keywords: identification gaussian; maximum likelihood; input; domain maximum ... See more keywords