Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models

International Journal of Computer Mathematics

Volumn 88, Issue 16, 2011, Pages 3458-3467

  Wang, Wei ^a   Li, Junhong ^b   Ding, Ruifeng ^a  

^a JIANGNAN UNIVERSITY   (China)

^b NANTONG UNIVERSITY   (China)

Author keywords

least squares; maximum likelihood; parameter estimation; recursive identification; stochastic systems

Indexed keywords

EID: 84863230502     PISSN: 00207160     EISSN: 10290265     Source Type: Journal    
DOI: 10.1080/00207160.2011.598514     Document Type: Article

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