%0 Journal Article
%T Improved Maximum Likelihood Estimation for Nonlinear Continuous-Discrete System and its Applications<br>改进的非线性连续-离散系统的极大似然参数估计及其应用
%A Li Naihong
%A Wu Yaohua
%A Huang Wenhu
%A <br>李乃宏
%A 吴瑶华
%A 黄文虎
%J 自动化学报
%D 1995
%I 
%X In this paper, the maximum likelihood algorithm with process and measurement noise for nonlinear continuous-discrete system given by Jategaonkar and Plaetschke is improved in two aspects: 1) to avoid the disadvantages of sensitivities computation by common finite-difference method, in which the perturbation sizes should be selected optionally, an improved finite-difference method with best perturbations, is presented. 2) to improve the numerical stability of Jategaonkar's algorithm, maximum likelihood algorithm with fast triangular square-root decomposition filter is given. Applications to the parameter estimation of flight vehicles demonstrated the advantages of this improved algorithm.
%K Maximum likelihood estimation
%K nonlinear system
%K sensitivity
%K square-root filter<br>非线性
%K 离散系统
%K 参数估计
%K 极大似然估计
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=0CBCD514A4BC69C57B603C6260B70F3E&yid=BBCD5003575B2B5F&vid=659D3B06EBF534A7&iid=E158A972A605785F&sid=DCE57F652E4ADAFC&eid=D93AD940782892D0&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=1