Which estimator is used for which greyest options?
Hello Matlab folk,
this is my first entry in this forum, if I do something wrong, don’t hesitate to tell me.
I am wondering how i can determine, whether to use a Least Squares Estimator or a Maximum Likelihood Estimator. Is it the "Focus" setting or the "OutputWeight" in greyestOptions?
In literature, estimators are often characterized in Output-, Filter-, or Equation-Error. Which setting combinations correspond to those estimators?
Thank you very much,
MariusHello Matlab folk,
this is my first entry in this forum, if I do something wrong, don’t hesitate to tell me.
I am wondering how i can determine, whether to use a Least Squares Estimator or a Maximum Likelihood Estimator. Is it the "Focus" setting or the "OutputWeight" in greyestOptions?
In literature, estimators are often characterized in Output-, Filter-, or Equation-Error. Which setting combinations correspond to those estimators?
Thank you very much,
Marius Hello Matlab folk,
this is my first entry in this forum, if I do something wrong, don’t hesitate to tell me.
I am wondering how i can determine, whether to use a Least Squares Estimator or a Maximum Likelihood Estimator. Is it the "Focus" setting or the "OutputWeight" in greyestOptions?
In literature, estimators are often characterized in Output-, Filter-, or Equation-Error. Which setting combinations correspond to those estimators?
Thank you very much,
Marius greyest, greyestoptions, estimation, estimators, system identification MATLAB Answers — New Questions