Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
Lijuan Liu, Haibo Liu, Feng Ding, Ahmed Alsaedi, Tasawar Hayat
Topics & Concepts
Maximum likelihood sequence estimationEstimation theoryMathematicsAlgorithmNoise (video)Autoregressive–moving-average modelMaximum likelihoodMultivariate statisticsExpectation–maximization algorithmStatisticsApplied mathematicsComputer scienceAutoregressive modelArtificial intelligenceImage (mathematics)Fault Detection and Control SystemsTarget Tracking and Data Fusion in Sensor NetworksControl Systems and Identification