Abstract
While the parameter estimation methods presented so far assumed that the parameters θ and the observations of the output y are deterministic values, the parameters themselves and/or the output will now be seen in a stochastic view as a series of random variables.
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Isermann, R., Münchhof, M. (2011). Bayes and Maximum Likelihood Methods. In: Identification of Dynamic Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78879-9_11
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DOI: https://doi.org/10.1007/978-3-540-78879-9_11
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