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// Avtomatika i Telemekhanika
// Archive
Avtomat. i Telemekh.,
1984
Issue 6,
Pages
47–55
(Mi at4747)
This article is cited in
1
paper
Stochastic Systems
Uniqueness of maximal likelihood estimates of stochastic system parameters (the problem of local extrema)
B. G. Vorchik
Moscow
Abstract:
Sufficient conditions are provided for absence of local extrema in the limit likelihood function of linear open-and closed-loop stochastic systems subjected to noises correlated in time.
UDC:
62-505
Received:
27.04.1983
Fulltext:
PDF file (1481 kB)
Cited by
English version:
Automation and Remote Control, 1984,
45
:6,
723–730
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Steklov Math. Inst. of RAS
, 2024