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Recursive maximum likelihood identification of a non-linear output-affine model

 

作者: S. CHEN,   S. A. BILLINGS,  

 

期刊: International Journal of Control  (Taylor Available online 1988)
卷期: Volume 48, issue 4  

页码: 1605-1629

 

ISSN:0020-7179

 

年代: 1988

 

DOI:10.1080/00207178808906272

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

On-line identification of the parameters in a non-linear output-affine model is considered. The recursive maximum likelihood estimator, which was originally derived for linear systems, is extended to work for non-linear systems which can be described by a stochastic form of Sontag's output-affine model. Some numerical implementation aspects are discussed, a brief convergence analysis is given and a computer simulation study is included.

 

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