A maximum likelihood estimator for linear and nonlinear systems-apractical application of estimation techniques in measurement problems |
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| Authors: | Schoukens J. Pintelon R. Renneboog J. |
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| Affiliation: | Dept. of Electr. Meas., Vrije Univ. Brussel; |
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| Abstract: | A method is presented for estimating the parameters of linear systems and nonlinear systems. The linear systems are modeled by their transfer function, while the nonlinear systems are described by a Volterra series. The estimator belongs to the class of maximum-likelihood estimators. During the estimation process, the Cramer-Rao lower bound on the covariance matrix of the estimates is derived |
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