A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification

• Autores: Dieter Verbeke, Torsten Söderström, Umberto Soverini
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Nº. 110, 2019
• Idioma: inglés
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• Resumen

  • Recently, maximum likelihood estimators were derived for frequency domain identification of linear time-invariant models with Gaussian input–output uncertainty. This note draws attention to an issue that arises in one of the steps in the optimization of the likelihood function.