Global convergence conditions in maximum likelihood estimation
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
Fersiynau electronig
Dangosydd eitem ddigidol (DOI)
Maximum likelihood estimation has been widely applied in system identification because of consistency, its asymptotic efficiency and sufficiency. However, gradient-based optimisation of the likelihood function might end up in local convergence. In this article we derive various new non-local-minimum conditions in both open and closed-loop system when the noise distribution is a Gaussian process. Here we consider different model structures, in particular ARARMAX, BJ and OE models
| Iaith wreiddiol | Anadnabyddus |
|---|---|
| Tudalennau (o-i) | 475-490 |
| Nifer y tudalennau | 16 |
| Cyfnodolyn | International Journal of Control |
| Cyfrol | 85 |
| Rhif y cyfnodolyn | 5 |
| Dyddiad ar-lein cynnar | 7 Chwef 2012 |
| Dynodwyr Gwrthrych Digidol (DOIs) | |
| Statws | E-gyhoeddi cyn argraffu - 7 Chwef 2012 |
| Cyhoeddwyd yn allanol | Ie |