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In general, one would like to have estimators that give consistent estimates of the parameters.
In this section, we present estimates of the parameters of the EKD distribution via method of maximum likelihood estimation.
We used medians as point estimates of the parameters.
Therefore, it is important to provide good initial estimates of the parameters.
The initial estimates of the parameters have been obtained using Equations (17) to (19).
Both methods compute nearly identical estimates of the parameters for each of the ten processes.
The conditional maximum likelihood provides consistent and asymptotically normal estimates of the parameters.
Figure 4 displays the histograms of the corresponding 5,000 estimates of the parameters.
The controller tuning algorithms use the estimates of the parameters of the MIMO bilinear plant.
Asymptotic distributions of the estimates of the parameters under the proposed models are derived.
The maximum likelihood estimates of the parameters in the model and their asymptotic properties are presented.
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