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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.

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