Name
Title | ||
|---|---|---|
Maximum Likelihood Parameter Estimation Algorithm For Controlled Autoregressive Autoregressive Models |
Abstract | ||
|---|---|---|
A maximum likelihood parameter estimation algorithm is derived for controlled autoregressive autoregressive (CARAR) models based on the maximum likelihood principle. In this derivation, we use an estimated noise transfer function to filter the input-output data. The simulation results show that the proposed estimation algorithm can effectively estimate the parameters of such class of CARAR systems and give more accurate parameter estimates than the recursive generalized least-squares algorithm. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1080/00207160.2011.598514 | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS |
Keywords | Field | DocType |
least squares, maximum likelihood, parameter estimation, recursive identification, stochastic systems | Least squares,Autoregressive model,Mathematical optimization,Likelihood function,Expectation–maximization algorithm,Transfer function,Estimation theory,Maximum likelihood sequence estimation,STAR model,Mathematics | Journal |
Volume | Issue | ISSN |
88 | 16 | 0020-7160 |
Citations | PageRank | References |
12 | 0.53 | 47 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Wei Wang | 1 | 12 | 0.53 |
| Junhong Li | 2 | 12 | 0.53 |
| Ruifeng Ding | 3 | 261 | 11.82 |