A MAXIMUM-LIKELIHOOD ESTIMATOR FOR LINEAR AND NONLINEAR-SYSTEMS - A PRACTICAL APPLICATION OF ESTIMATION TECHNIQUES IN MEASUREMENT PROBLEMS

被引：36

作者：

SCHOUKENS, J

PINTELON, R

RENNEBOOG, J

机构：

[1] Vrije Univ Brussel, Belg, Vrije Univ Brussel, Belg

来源：

IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT | 1988年 / 37卷 / 01期

关键词：

MATHEMATICAL TECHNIQUES - Transfer Functions - MATHEMATICAL TRANSFORMATIONS - Fourier Transforms - SPECTRUM ANALYSIS;

D O I：

10.1109/19.2655

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A method is presented for estimating the parameters of linear systems and nonlinear systems. The linear system are modeled by their transfer function, while the nonlinear systems are described by a Volterra series. The estimator belongs to the class of maximum-likelihood estimators. During the estimation process, the Cramer-Rao lower bound on the covariance matrix of the estimates is derived.

引用

页码：10 / 17

页数：8

共 22 条

[1]

[Anonymous], 1980, The Volterra and Wiener Theories of Nonlinear Systems

[2]

EYKHOFF P, 1974, PARAMETER STATE ESTI

[3] REFINED INSTRUMENTAL VARIABLE METHODS OF RECURSIVE TIME-SERIES ANALYSIS .2. MULTIVARIABLE SYSTEMS [J].