Improved Maximum Likelihood Estimation for Nonlinear Continuous-Discrete System and its Applications
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

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.