Common factor detection and estimation

Automatica

Volumn 33, Issue 5, 1997, Pages 985-989

  Stoica, Petre ^a   Söderström, Torsten ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

Common factors; Detection; Estimation; Hypothesis testing; system identification; Maximum likelihood methods

Indexed keywords

DIFFERENCE EQUATIONS; IDENTIFICATION (CONTROL SYSTEMS); ITERATIVE METHODS; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; POLYNOMIALS; SIGNAL DETECTION;

AUTOREGRESSIVE INDIVIDUALS; COMMON FACTORS; HYPOTHESIS TESTING; MAXIMUM LIKELIHOOD METHODS;

CONTROL THEORY;

EID: 0031131456     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(96)00248-8     Document Type: Article

References (8)

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3. Söderström, T. (1975) Test of pole-zero cancellation in estimated models. Automatica 11, 537-541.
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5. Söderström, T., Stoica, P. and Friedlander, B. (1991) An indirect prediction error method. Automatica 27, 183-188.
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7. Tong, L., Xu, G. and Kailath, T. (1993) Fast blind equalization via antenna arrays. In Proc. ICASSP '93, Minneapolis, MN.
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