Maximum likelihood least squares identification for systems with autoregressive moving average noise

Applied Mathematical Modelling

Volumn 36, Issue 5, 2012, Pages 1842-1853

  Wang, Wei ^a   Ding, Feng ^a,b   Dai, Jiyang ^b  

^a JIANGNAN UNIVERSITY   (China)

^b NANCHANG HANGKONG UNIVERSITY   (China)

Author keywords

CARARMA system; Least squares; Maximum likelihood; Parameter estimation; Recursive identification

Indexed keywords

AUTOREGRESSIVE MOVING AVERAGE; CARARMA SYSTEM; EXTENDED LEAST SQUARES; LEAST SQUARE; LEAST SQUARES IDENTIFICATION; LEAST-SQUARES COST FUNCTIONS; LIKELIHOOD FUNCTIONS; MAXIMUM LIKELIHOOD METHODS; MAXIMUM LIKELIHOOD PRINCIPLE; RECURSIVE IDENTIFICATION; SIMULATION TESTS; SYSTEM MODELING;

ALGORITHMS; ESTIMATION; IDENTIFICATION (CONTROL SYSTEMS); LEAST SQUARES APPROXIMATIONS; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION;

PARAMETER ESTIMATION;

EID: 80755164091     PISSN: 0307904X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apm.2011.07.083     Document Type: Article

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