Prediction Error and Maximum Likelihood Methods

  • Torsten Söderström
Part of the Communications and Control Engineering book series (CCE)


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.

Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Division of Systems and Control, Department of Information TechnologyUppsala UniversityUppsalaSweden

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