DocumentCode
1437818
Title
Parameter estimation for linear discrete-time models with random coefficients
Author
Horváth, Michal
Author_Institution
Inst. of Meas., Slovak Acad. of Sci., Bratislava, Czechoslovakia
Volume
36
Issue
10
fYear
1991
fDate
10/1/1991 12:00:00 AM
Firstpage
1213
Lastpage
1215
Abstract
The problem of parameter estimation in linear discrete-time systems with random coefficients is discussed. In particular, the maximum-likelihood estimators and their consistency for the defined structure of the model are derived. The estimators have a structure similar to that of the least square estimators for the linear discrete-time system with constant coefficients
Keywords
discrete time systems; least squares approximations; parameter estimation; probability; discrete-time system; least square estimators; linear discrete-time models; maximum-likelihood estimators; parameter estimation; random coefficients; Additive noise; Least squares approximation; Least squares methods; Maximum likelihood estimation; Optimization methods; Parameter estimation; Random processes; Random variables; Stochastic resonance; White noise;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.90239
Filename
90239
Link To Document