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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 Metadata
Title |
Maximum likelihood identification of linear discrete-time systems
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Creator | |
Publisher |
University of British Columbia
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Date Issued |
1976
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Description |
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.
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Genre | |
Type | |
Language |
eng
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Date Available |
2010-02-09
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Provider |
Vancouver : University of British Columbia Library
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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.
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DOI |
10.14288/1.0100141
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URI | |
Degree | |
Program | |
Affiliation | |
Degree Grantor |
University of British Columbia
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Campus | |
Scholarly Level |
Graduate
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Aggregated Source Repository |
DSpace
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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.