Accuracy analysis of time-domain maximum likelihood method and sample maximum likelihood method for errors-in-variables identification Vrije Universiteit Brussel
The time domain maximum likelihood (TML) method and the sample maximum Likelihood (SML) method are two approaches for identifying errors-in-variables models. Both methods may give the optimal estimation accuracy (achieve Cramér-Rao lower bound) but in different senses. In the TML method, an important assumption is that the noise-free input signal is modeled as a stationary process with rational spectrum. For SML, the noise-free input needs to be ...