DocumentCode
943226
Title
Initial convergence of recursive maximum-likelihood identification algorithms
Author
Norton, J.P.
Author_Institution
University of Tasmania, Department of Electrical Engineering, Hobart, Australia
Volume
13
Issue
20
fYear
1977
Firstpage
621
Lastpage
622
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;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19770445
Filename
4240588
Link To Document