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Avtomatika i Telemekhanika, 1984, Issue 6, Pages 47–55 (Mi at4747)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Uniqueness of maximal likelihood estimates of stochastic system parameters (the problem of local extrema)

B. G. Vorchik

Moscow
Full-text PDF (1481 kB) Citations (1)
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.

Received: 27.04.1983
Bibliographic databases:
Document Type: Article
UDC: 62-505
Language: Russian
Citation: B. G. Vorchik, “Uniqueness of maximal likelihood estimates of stochastic system parameters (the problem of local extrema)”, Avtomat. i Telemekh., 1984, no. 6, 47–55; Autom. Remote Control, 45:6 (1984), 723–730
Citation in format AMSBIB
\Bibitem{Vor84}
\by B.~G.~Vorchik
\paper Uniqueness of maximal likelihood estimates of stochastic system parameters (the problem of local extrema)
\jour Avtomat. i Telemekh.
\yr 1984
\issue 6
\pages 47--55
\mathnet{http://mi.mathnet.ru/at4747}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=774658}
\zmath{https://zbmath.org/?q=an:0561.93055}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 6
\pages 723--730
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  • https://www.mathnet.ru/eng/at4747
  • https://www.mathnet.ru/eng/at/y1984/i6/p47
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Abstract page:97
    Full-text PDF :57
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