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

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.