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速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道运算．仿真实例验证了该算法的实用性和有效性．
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.
出处
《自动化学报》
EI
CSCD
北大核心
1995年第1期82-86,共5页
Acta Automatica Sinica
基金
国家自然科学基金
关键词
离散系统
极大似然估计
参数估计
算法
nonlinear continuous-discrete systems, maximum likelihood estimation, sensitivities, orthogonal test.
