Referenced Items are not available for this document.
The purpose of this note is to show that the optimal instrumental-variable estimate of the AR parameters of an ARMA model, recently proposed in [1] can also be interpreted as a large-sample approximation of a maximum-likelihood estimate.
Published in:
Automatic Control, IEEE Transactions on
(Volume:30
,
Issue:
9
)
Date of Publication: Sep 1985
- Page(s):
- 891 - 893
- ISSN :
- 0018-9286
- Digital Object Identifier :
- 10.1109/TAC.1985.1104068
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 January 2003
- Issue Date :
- Sep 1985
- Sponsored by :
- IEEE Control Systems Society
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