Abstract
This chapter describes and analyzes maximum likelihood and prediction errormethods, tied to the EIV model used. Both time domain and frequency domain algorithms are treated. Various cases with different noise assumptions are included.
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Söderström, T. (2018). Prediction Error and Maximum Likelihood Methods. In: Errors-in-Variables Methods in System Identification. Communications and Control Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-75001-9_9
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DOI: https://doi.org/10.1007/978-3-319-75001-9_9
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-75000-2
Online ISBN: 978-3-319-75001-9
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