| 递推计算灵敏度的极大似然估计算法实现 |
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| 引用本文： | 崔平远. 递推计算灵敏度的极大似然估计算法实现. 自动化学报, 1995, 21(1): 82-86. |
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| 作者姓名： | 崔平远 |
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| 作者单位： | 1.哈尔滨工业大学航天工程与力学系,哈尔滨 |
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| 摘 要： | 对非线性连续一离散系统的极大似然参数估计方法导出了一种递推计算灵敏度的新算式.该算式借助二水平正交表的性质,避免了原灵敏度递推算式中的矩阵求逆运算.仿真实例验证了该算法的实用性和有效性.
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| 关 键 词： | 非线性连续-离散系统 极大似然估计 灵敏度 正交试验 |
| 收稿时间： | 1993-03-11 |
The Implementation for Maximum Likelihood Estimation Algorithm of Recursive Computing Sensitivities |
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| Cui Pingyuan. The Implementation for Maximum Likelihood Estimation Algorithm of Recursive Computing Sensitivities. ACTA AUTOMATICA SINICA, 1995, 21(1): 82-86. |
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| Authors: | Cui Pingyuan |
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| Affiliation: | 1. Dept.of Aerospace Engineering and Mechanics,Harbin Institute of Technology Harbin |
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| Abstract: | A set of new formulas of recursive computing sensitivities is developed for maximum likelihood estimation method to the nonlinear continuous-discrete systems.The inverse operation of matrix in the algorithm of recursive computing sensitivities is avoided by the properties of orthogonal table with two sample points. The simulation example. shows the effectiveness and practicality of the proposed formulas. |
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| Keywords: | nonlinear continuous-discrete systems maximum likelihood estimation sensitivities orthogonal test. |
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