一种新的基于极大似然估计的系统辨识方法

A New Method of System Identification Based on Maximum Likelihood Estimate

进化计算是一种基于自然选择和自然变异机制的并行随机优化算法。由于递推极大似然估计法难以实现性能指标函数的全局寻优，所以本文提出了将改进的进化计算用于系统参数辨识的方法。计算机仿真结果表明，该算法能够实现似然函数的全局寻优。

A new method of system identification based on maximum likelihood estimate is presented in this paper. Evolutionary computation is a stochastic optimal algorithm based on mechanics of natural selection and mutation. It has more advantages over gradient maximum likelihood algorithm, which is difficult to global optimization of object function. Experimental results show that evolutionary algorithm can reach the maximization of the global likelihood function.