Title :
Initial convergence of recursive maximum-likelihood identification algorithms
Author_Institution :
University of Tasmania, Department of Electrical Engineering, Hobart, Australia
Abstract :
The effects of modifications proposed by Söderström on the performance of the well known approximate maximum-likelihood identification algorithm based on recursive least squares arc tested on short records. The modified algorithm is found to be susceptible to instability and slow convergence.
Keywords :
identification; linear systems; initial convergence; instability; recursive maximum likelihood identification algorithms; slow convergence;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19770445
