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| DOI | 10.1016/J.AUTOMATICA.2009.10.038 | ||||
| Año | 2010 | ||||
| Tipo | artículo de investigación |
Citas Totales
Autores Afiliación Chile
Instituciones Chile
% Participación
Internacional
Autores
Afiliación Extranjera
Instituciones
Extranjeras
Maximum likelihood estimation has a rich history. It has been Successfully applied to many problems including dynamical system identification. Different approaches have been proposed in the time and frequency domains. In this paper we discuss the relationship between these approaches and we establish conditions under which the different formulations are equivalent for finite length data. A key point in this context is how initial (and final) conditions are considered and how they are introduced in the likelihood function. (C) 2009 Elsevier Ltd. All rights reserved.
| Ord. | Autor | Género | Institución - País |
|---|---|---|---|
| 1 | AGUERO-VASQUEZ, JUAN CARLOS | Hombre |
UNIV NEWCASTLE - Australia
University of Newcastle, Australia - Australia The University of Newcastle, Australia - Australia |
| 2 | YUZ-EISSMANN, JUAN IGNACIO | Hombre |
Universidad Técnica Federico Santa María - Chile
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| 3 | Goodwin, Graham | Hombre |
UNIV NEWCASTLE - Australia
University of Newcastle, Australia - Australia The University of Newcastle, Australia - Australia |
| 4 | Delgado, Ramon | Hombre |
Universidad Técnica Federico Santa María - Chile
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| Agradecimiento |
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| Work supported by CDSC and FONDECYT-Chile through grant 11070158. The material in this paper was partially presented at 15th IFAC Symposium on System Identification, July 6–8, 2009, Saint Malo, France. This paper was recommended for publication in revised form by Associate Editor Johan Schoukens under the direction of Editor Torsten Söderström. |