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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