Maximum likelihood parameter estimation for linear systems with singular observations

Kwakernaak, H. (1979) Maximum likelihood parameter estimation for linear systems with singular observations. IEEE Transactions on Automatic Control, 24 (3). pp. 496-498. ISSN 0018-9286

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Abstract:	It is shown that maximum likelihood estimation of unknown parameters of a linear system with singular observations in general results in the maximization of a likelihood function subject to equality constraints.
Item Type:	Article
Copyright:	© 1979 IEEE
Link to this item:	http://purl.utwente.nl/publications/55607
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