Two-stage auxiliary model maximum likelihood least squares-based iterative estimation method for general stochastic multivariable systems
Qian Zhang, Ximei Liu
Topics & Concepts
Multivariable calculusAutoregressive modelIterative methodIdentification (biology)Estimation theorySystem identificationMathematicsAlgorithmMaximum likelihoodMathematical optimizationComputer scienceMaximum likelihood sequence estimationPoint (geometry)Autoregressive–moving-average modelParameter identification problemEstimationExpectation–maximization algorithmControl theory (sociology)Point estimationApplied mathematicsSequential estimationStochastic approximationSequential analysisControl Systems and IdentificationAdvanced Adaptive Filtering TechniquesDirection-of-Arrival Estimation Techniques