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OALib Journal期刊
ISSN: 2333-9721
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An Orthogonal Computation Method of Initial Value for Recursive Computing Sensitivities
递推计算灵敏度的初值正交计算法

Keywords: Continuous-discrete system,maximum likelihood estimation,sensitivity,orthogonal test
算法
,极大似然,灵敏度

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Abstract:

This paper presents an orthogonal computation method of initial value of sensitivity for maximum likelihood estimation method to he continuous-discrete system. This method is an improvement to the modified Newton-Raphson scheme with estimated sensitivities (MNRES) method. The difficulty to invert the initial matrix in MNRES method is solved by the concept of orthogonal test and orthogonal table

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