Title :
Maximum likelihood parameter estimation for linear systems with singular observations
Author_Institution :
Twente University of Technology, Enschede, The Netherlands
fDate :
6/1/1979 12:00:00 AM
Abstract :
It is shown that maximum likelihood estimation of unknown parameters of a linear system with singular observations in general results in the maximization of a likelihood function subject to equality constraints.
Keywords :
Linear systems, stochastic discrete-time; Parameter estimation; maximum-likelihood (ML) estimation; Linear systems; Mathematics; Maximum likelihood estimation; Parameter estimation; Probability distribution; Random variables; Reactive power; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102065
