Identification of stochastic linear systems in presence of input noise

Optimal Filtering

Brian D. O. Anderson, J.B. Moore, Mansour Eslami · IEEE Transactions on Systems Man and Cybernetics · 1982 · 3.2K citations

Maximum likelihood identification of Gaussian autoregressive moving average models

HTROTUGU AKAIKE · Biometrika · 1973 · 1.4K citations

Parameter Identification, Parameter Estimation, Engineering +10

Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes

Hirotugu Akaike · Annals of the Institute of Statistical Mathematics · 1974 · 433 citations

Engineering, Average Processes, Natural Sciences +9

Identification of processes in closed loop—identifiability and accuracy aspects

Ivar Gustavsson, Lennart Ljung, T. Söderström · Automatica · 1977 · 420 citations

Engineering, Accuracy Aspects, Process Monitoring +7

Identifiability of a Linear Relation between Variables Which Are Subject to Error

Olav Reiersøl · Econometrica · 1950 · 321 citations

Linear Relation