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Browse Journals & Magazines > Automatic Control, IEEE Trans ...> Volume:36 Issue:10 Help

Parameter estimation for linear discrete-time models with random coefficients

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1 Author(s)
Horvath, M. ; Inst. of Meas., Slovak Acad. of Sci., Bratislava, Czechoslovakia

The problem of parameter estimation in linear discrete-time systems with random coefficients is discussed. In particular, the maximum-likelihood estimators and their consistency for the defined structure of the model are derived. The estimators have a structure similar to that of the least square estimators for the linear discrete-time system with constant coefficients

Published in:
Automatic Control, IEEE Transactions on  (Volume:36 ,  Issue: 10 )

Date of Publication: Oct 1991

Page(s):
1213 - 1215
ISSN :
0018-9286
INSPEC Accession Number:
4047609
Digital Object Identifier :
10.1109/9.90239
Product Type:
Journals & Magazines
Date of Current Version :
06 August 2002
Issue Date :
Oct 1991
Sponsored by :
IEEE Control Systems Society

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