Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems

Lijuan Liu; Yan Wang; Cheng Wang; Feng Ding; Tasawar Hayat

doi:10.1016/j.jfranklin.2018.07.041

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Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems

Lijuan Liu Yan Wang Cheng Wang Feng Ding Tasawar Hayat

Year: 2018 Journal: Journal of the Franklin Institute Vol: 355 (15)Pages: 7609-7625 Publisher: Elsevier BV

DOI: 10.1016/j.jfranklin.2018.07.041

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Keywords:

Estimation theory Multivariate statistics Maximum likelihood sequence estimation Mathematics Identification (biology) Least-squares function approximation Applied mathematics Maximum likelihood Recursive least squares filter Generalized least squares Autoregressive–moving-average model Autoregressive model Algorithm Statistics Mathematical optimization Adaptive filter

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Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Target Tracking and Data Fusion in Sensor Networks

Physical Sciences → Computer Science → Artificial Intelligence

Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems

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