Recursive maximum likelihood identification of a non-linear output-affine model

DOI10.1080/00207178808906272zbMath0658.93073OpenAlexW1978706129WikidataQ126246032 ScholiaQ126246032MaRDI QIDQ3807999

Sheng Chen, Stephen A. Billings

Publication date: 1988

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178808906272

zbMATH Keywords

convergence analysisestimation of parametersnon-linear output-affine modelrecursive maximum likelihood (RML) algorithm

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (1)

Non-linear system identification using wavelet multiresolution models

Cites Work

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• A recursive (on-line) maximum likelihood identification method
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
• Counterexamples to general convergence of a commonly used recursive identification method
• On positive real transfer functions and the convergence of some recursive schemes

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