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An efficient implementation of maximum likelihood identification of LTI state-space models by local gradient search.
N. H. Bergboer
Vincent Verdult
M. H. G. Verhaegen
Published in:
CDC (2002)
Keyphrases
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maximum likelihood
state space
search space
search algorithm
statistical models
search strategies
neural network
web search
parameter estimation
prior knowledge
probabilistic model
expectation maximization
complex systems