Maximum likelihood estimation with reduced sensitivity functions

  • Narendra Gupta
  • Published 1975 in
    1975 IEEE Conference on Decision and Control…

Abstract

A new approach is proposed for maximum likelihood estimation in linear constant coefficient dynamic systems with general structure. The formulation is developed in terms of the minimum number of variables required to specify the parameter sensitivity of state variables, called the reduced sensitivity functions. An efficient computation procedure is obtained… (More)

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