Maximum Likelihood Estimates of Linear Dynamic System Parameters.

Abstract

The parameters of a linear dynamic system are estimated by using the maximum likelihood method. Maximum likelihood estimates are asymptotically unbiased and efficient, that is they are good estimates. Furthermore the maximum likelihood estimate of a function of parameters is the function of the maximum likelihood estimates of those parameters. Two different situations are studied: (1) the excitation force is random; (2) the excitation force is deterministic.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1983
Accession Number
ADA136400

Entities

People

  • T. G. Ryall

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies
  • Space

DTIC Thesaurus Topics

  • Aircrafts
  • Applied Mathematics
  • Differential Equations
  • Engineering
  • Equations
  • Frequency
  • Frequency Domain
  • Linear Systems
  • Mathematical Models
  • Mechanical Engineering
  • Partial Differential Equations
  • Power Spectra
  • Probability
  • Probability Density Functions
  • Random Variables
  • Statistical Analysis
  • Transfer Functions

Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Regression Analysis.