MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS IN MULTIVARIATE GAUSSIAN STOCHASTIC-PROCESSES

被引：39

作者：

CAINES, PE

RISSANEN, J

机构：

[1] STANFORD UNIV, INFORMATION SYST LAB, STANFORD, CA 94305 USA

[2] LINKOPING UNIV, INST SYST TEKNIK, LINKOPING, SWEDEN

来源：

关键词：

D O I：

10.1109/TIT.1974.1055155

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：102 / 104

页数：3

共 21 条

[1] ON CERTAIN CONVERGENCE QUESTIONS IN SYSTEM IDENTIFICATION [J].

AOKI, M ;

YUE, PC .

SIAM JOURNAL ON CONTROL, 1970, 8 (02) :239-&

[2]

ASTROM KT, 1965, TP18150 IBM NORD LAB

[3]

BAUER F, 1955, DIREKTES ITERATIONSV, P285

[4]

CAINES PE, 1971, 4 P UKAC CONTR CONV

[5]

CAINES PE, IEE C PUBL

[6]

FAURRE P, 1970, S OPTIMIZATION, V132

[7]

GALTIERI CA, 1963, ERL6319 U CAL REP

[8] INNOVATIONS APPROACH TO DETECTION AND ESTIMATION THEORY [J].

KAILATH, T .

PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1970, 58 (05) :680-+

[9]

KAILATH T, 1973, 7 ANN INF SCIENC SYS

[10]

Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552