Conditions for attaining the global minimum in maximum likelihood system identification
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
Fersiynau electronig
Dangosydd eitem ddigidol (DOI)
Maximum likelihood estimation(MLE) is a popular technique in both open and closed loop identification. However when the landscape of likelihood function has several local minima, gradient based optimization might end up with local convergence. To avoid this, various non-local-minimum conditions are derived in this paper. Here we consider different model structures, in particular Output-Error, ARMAX, and Box-Jenkins models
| Iaith wreiddiol | Anadnabyddus |
|---|---|
| Tudalennau (o-i) | 1110-1115 |
| Nifer y tudalennau | 6 |
| Cyfnodolyn | IFAC Proceedings Volumes (IFAC-PapersOnline) |
| Cyfrol | 42 |
| Rhif y cyfnodolyn | 10 |
| Dyddiad ar-lein cynnar | 19 Chwef 2010 |
| Dynodwyr Gwrthrych Digidol (DOIs) | |
| Statws | Cyhoeddwyd - 21 Ebr 2016 |
| Cyhoeddwyd yn allanol | Ie |