Parameter Estimation of Systems Described by the Relation with Noisy Observations

: In this paper the problem of parameter estimation of an input – output system is discussed. It is assumed that the system is described by the relation known with accuracy to some parameters. The possible noisy observations of system are described. The estimation algorithm based on maximum likelihood method is proposed. The presented approach is illustrated by analytical examples.

• Type: Journal
• Year: 2007
• Where: JUCS
• Authors: Jerzy Swiatek
• Keywords: Estimation Algorithm, JUCS 2007, Parameter Estimation, Possible Noisy Observations