MAXIMUM LIKELIHOOD IDENTIFICATION OF STOCHASTIC LINEAR SYSTEMS

[1] AKAIKE H, 1967, SPECTRAL ANALYSIS TI

[2] ASTROM KJ, 1965, 2 P IFAC S THEOR SEL, P76

[3] BARLETT MS, 1963, STOCHASTIC PROCESSES

[4] IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS [J]. INFORMATION AND CONTROL, 1965, 8 (01): : 93 - &

[5] JOSEPH P, 1961, AIEE T APPL IND, V80, P18

[6] AN INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .I. LINEAR FILTERING IN ADDITIVE WHITE NOISE [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) : 646 - +

[7] Kalman RE, 1958, T ASME, V80, P468

[8] A NEW METHOD OF RECURSIVE ESTIMATION IN DISCRETE LINEAR SYSTEMS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1970, AC15 (01) : 18 - &

[9] KASHYAP RL, 1968, TREE6828 PURD U TECH

[10] ESTIMATION OF SYSTEM PULSE TRANSFER FUNCTION IN PRESENCE OF NOISE [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1964, AC 9 (03) : 229 - &

[1] AKAIKE H, 1967, SPECTRAL ANALYSIS TI

[2] ASTROM KJ, 1965, 2 P IFAC S THEOR SEL, P76

[3] BARLETT MS, 1963, STOCHASTIC PROCESSES

[4] IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS [J]. INFORMATION AND CONTROL, 1965, 8 (01): : 93 - &

[5] JOSEPH P, 1961, AIEE T APPL IND, V80, P18

[6] AN INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .I. LINEAR FILTERING IN ADDITIVE WHITE NOISE [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) : 646 - +

[7] Kalman RE, 1958, T ASME, V80, P468

[8] A NEW METHOD OF RECURSIVE ESTIMATION IN DISCRETE LINEAR SYSTEMS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1970, AC15 (01) : 18 - &

[9] KASHYAP RL, 1968, TREE6828 PURD U TECH

[10] ESTIMATION OF SYSTEM PULSE TRANSFER FUNCTION IN PRESENCE OF NOISE [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1964, AC 9 (03) : 229 - &