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Blind Maximum-Likelihood Identification of Wiener Systems

โœ Scribed by Vanbeylen, L.; Pintelon, R.; Schoukens, J.


Book ID
119823179
Publisher
IEEE
Year
2009
Tongue
English
Weight
909 KB
Volume
57
Category
Article
ISSN
1053-587X

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By means of the Malliavin Calculus, we derive asymptotic expansion of the probability distributions of statistics for systems perturbed by small noises. These results are applied to the problem of the second order asymptotic efficiency of the maximum likelihood estimator.