Maximum Likelihood Estimates of Linear Dynamic System Parameters.
AERONAUTICAL RESEARCH LABS MELBOURNE (AUSTRALIA)
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The parameters of a linear dynamic system are estimated by using the maximum likelihood method. Maximum likelihood estimates are asymptotically unbiased and efficient, that is they are good estimates. Furthermore the maximum likelihood estimate of a function of parameters is the function of the maximum likelihood estimates of those parameters. Two different situations are studied 1 the excitation force is random 2 the excitation force is deterministic.
- Numerical Mathematics
- Fluid Mechanics