Theory, implementation, and simulated examples of a Maximum-Likelihood Parameter-Estimation algorithm for state-space systems with coloured measurement noise

Date
1994
Authors
Eglington, Michael Lyle
Journal Title
Journal ISSN
Volume Title
Publisher
Stellenbosch : Stellenbosch University
Abstract
Description
Thesis (M. Ing.) -- University of Stellenbosch, 1994.
One copy microfiche.
Full text to be digitised and attached to bibliographic record.
Keywords
Estimation theory -- Asymptotic theory, Parameter estimation, Random noise theory, System identification, Estimation theory, Mathematical models, Gaussian processes, Dissertations -- Electronic engineering
Citation