Parameter estimation using an a posteriori criterionA procedure for system parameter estimation from noisy data is presented that is based on an a posteriori criterion. It is compared with a maximum likelihood approach for a process-noise case. Both methods yield identical results when the process noise is not modeled.
Document ID
19740050831
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Bach, R. E., Jr.
Chen, F. Y. (Northeastern University Boston, Mass., United States)
Date Acquired
August 7, 2013
Publication Date
January 1, 1974
Subject Category
Mathematics
Meeting Information
Meeting: Asilomar Conference on Circuits, Systems, and Computers