递推计算灵敏度的极大似然估计算法实现
The Implementation for Maximum Likelihood Estimation Algorithm of Recursive Computing Sensitivities
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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
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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