Name
Abstract | ||
|---|---|---|
The article is prompted by a paper written by Liang, Wilkes and Cadzow (see ibid., vol.41, p. 3003-3009, 1993) which discussed the maximum likelihood (ML) estimation of difference equation parameters in a flawed manner. The correct ML parameter estimate is derived herein by means of a high-level argument based on the invariance principle as well as by a direct calculation. Contrary to what is suggested in the aforementioned paper, all ML-based order estimation procedures (such as AIC or GAIC rules) yield results that do not depend on the normalizing constraint imposed on the parameter vector |
Year | DOI | Venue |
|---|---|---|
1995 | 10.1109/78.403375 | IEEE Transactions on Signal Processing |
Keywords | Field | DocType |
difference equations,maximum likelihood estimation,signal processing,ML parameter estimate,ML-based order estimation,difference equation parameters,direct calculation,invariance principle,maximum-likelihood estimation,normalizing constraint,parameter vector,signal processing | Differential equation,Signal processing,Mathematical optimization,Random variable,Invariance principle,Maximum likelihood,Automatic control,Estimation theory,Control system,Mathematics | Journal |
Volume | Issue | ISSN |
43 | 8 | 1053-587X |
Citations | PageRank | References |
1 | 0.35 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Petre Stoica | 1 | 7959 | 915.30 |
| M. Viberg | 2 | 917 | 188.13 |