UBC Theses and Dissertations

UBC Theses Logo

UBC Theses and Dissertations

Maximum likelihood identification of linear discrete-time systems De Glas, Michel

Abstract

The theoretical properties of the Maximum Likelihood estimator, for both single input-single output and multivariable systems, are considered. New results relative to convergence properties of some identification methods of single input-single output systems are obtained. A unified approach to the Maximum Likelihood identification method of multivariable systems is proposed. Numerical tests on a computer are performed.

Item Media

Item Citations and Data

Rights

For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.