Title :
Maximum likelihood estimation of Wiener models
Author :
Hagenblad, Anna ; Ljung, Lennart
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Sweden
Abstract :
A Wiener model consists of a linear dynamic system followed by a static nonlinearity. The input and output are measured, but not the intermediate signal. We discuss the maximum likelihood estimate for Gaussian measurement and process noise, and the special cases when one of the noise sources is zero
Keywords :
Gaussian noise; linear systems; maximum likelihood estimation; probability; Gaussian noise; Wiener model; linear dynamic system; maximum likelihood estimation; probability; process noise; Automatic control; Ear; Gaussian noise; Linear systems; Maximum likelihood estimation; Noise figure; Noise measurement; Nonlinear dynamical systems; Nonlinear systems; Signal processing;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.914162
