Title :
Perturbation analysis of a maximum-likelihood objective function
Author :
Hsueh, A.C. ; Mendel, Jerry M.
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
12/1/1983 12:00:00 AM
Abstract :
In this technical note we study the statistics of a maximum-likelihood (ML) objective function-one that is frequently used in system identification-using perturbation analysis. We obtain first-order approximations for both the mean and variance of the objective function.
Keywords :
Perturbation methods; System identification, linear systems; maximum-likelihood (ML) estimation; Density functional theory; Density measurement; Equations; Jacobian matrices; Statistical analysis; Statistics; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1983.1103188
