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Estimation with Known Noise Model

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2 Author(s)

This chapter contains sections titled:
Frequency Domain Data
Plant Model
Estimation Algorithms
Quick Tools to Analyze Estimators
Asymptotic Properties
Linear Least Squares
Nonlinear Least Squares
Total Least Squares
Maximum Likelihood
Approximate Maximum Likelihood
Instrumental Variables
Subspace Algorithms
Illustration and Overview of the Properties
High-Order Systems
Systems with Time Delay
Identification in Feedback
Modeling in the Presence of Nonlinear Distortions
Missing Data
Multivariable Systems
Transfer Function Models with Complex Coefficients

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