Kendall's advanced theory of statistics
Kendall's advanced theory of statistics
Computer control of a paper machine: an application of linear stochastic control theory
IBM Journal of Research and Development
On the maximum likelihood method of identification
IBM Journal of Research and Development
Brief paper: On the uniqueness of maximum likelihood identification
Automatica (Journal of IFAC)
Paper: Cautious stochastic computer control applied to concrete mixing
Automatica (Journal of IFAC)
Special section system identification tutorial: Maximum likelihood and prediction error methods
Automatica (Journal of IFAC)
Convergence properties of the generalised least squares identitication method
Automatica (Journal of IFAC)
Identification of processes in closed loop-identifiability and accuracy aspects
Automatica (Journal of IFAC)
Survey of applications of identification in chemical and physical processes
Automatica (Journal of IFAC)
Paper: Identifiability of MIMO linear dynamic systems operating in closed loop
Automatica (Journal of IFAC)
Paper: Maximum-power validation of models without higher-order fitting
Automatica (Journal of IFAC)
Identifiability of linear stochastic systems operating under linear feedback
Automatica (Journal of IFAC)
Parameter adaptive control algorithms-A tutorial
Automatica (Journal of IFAC)
Brief paper: Uniqueness of prediction error estimates of multivariable moving average models
Automatica (Journal of IFAC)
Paper: Selecting the best linear transfer function model
Automatica (Journal of IFAC)
| Hi-index | 22.17 |
This contribution derives new large-sample properties of the result of Maximum-Likelihood identification of a discrete-time process, characterized by an unknown, rational input-transfer function G and an unknown, rational noise-transfer function F. The purpose is to develop some means to detect possible false results of such an identification, caused by unknowingly violating prerequisites for the identification, e.g. by incorrect model structure or order, or having reached a local maximum in the search. Also, the effect of linear feedback and the identifiability in closed loop are discussed. Results are applied to artificially generated data and to plant data-collected in closed loop from the drying process in paper making.