| 递推计算灵敏度的初值正交计算法 |
| |
| 引用本文： | 崔平远, 吴瑶华, 黄文虎, 李乃宏. 递推计算灵敏度的初值正交计算法. 自动化学报, 1992, 18(5): 619-622. |
| |
| 作者姓名： | 崔平远 吴瑶华 黄文虎 李乃宏 |
| |
| 作者单位： | 1.哈尔滨工业大学空间科学与技术系 |
| |
| 基金项目： | 国家自然科学基金资助项目 |
| |
| 摘 要： | 本文对连续-离散系统的极大似然估计方法提出了一种灵敏度初值的正交计算法,它是对具有递推计算灵敏度的修正牛顿-拉夫森算法的改进.文中通过借用正交试验的概念和正交表的性质,解决了原有算法的初始矩阵求逆所存在的困难.
|
| 关 键 词： | 连续-离散系统 极大似然估计 灵敏度 正交试验 |
| 收稿时间： | 1990-02-20 |
An Orthogonal Computation Method of Initial Value for Recursive Computing Sensitivities |
| |
| Cui Pingyuan, Wu Yaohua, Huang Wenhu, Li Naihong. An Orthogonal Computation Method of Initial Value for Recursive Computing Sensitivities. ACTA AUTOMATICA SINICA, 1992, 18(5): 619-622. |
| |
| Authors: | Cui Pingyuan Wu Yaohua Huang Wenhu Li Naihong |
| |
| Affiliation: | 1. Harbin Institute of Technology |
| |
| Abstract: | This paper presents an orthogonal computation method of initial value of sensitivity for maximum likelihood estimation method to he continuous-discrete system. This method is an improvement to the modified Newton-Raphson scheme with estimated sensitivities (MNRES) method. The difficulty to invert the initial matrix in MNRES method is solved by the concept of orthogonal test and orthogonal table |
| |
| Keywords: | Continuous-discrete system maximum likelihood estimation sensitivity orthogonal test. |
| 本文献已被 CNKI 维普 等数据库收录！ |
| 点击此处可从《自动化学报》浏览原始摘要信息 |
|
点击此处可从《自动化学报》下载全文 |
