Maximum Likelihood Optimal Estimator of Continuous Nonlinear Dynamic Systems

被引：0

作者：

Rusnak, Ilan ^{[1
,2
]}

机构：

[1] RAFAEL, IL-3102102 Haifa, Israel

[2] Technion Israel Inst Technol, Fac Elect Engn, IL-32000 Haifa, Israel

来源：

2014 IEEE 28TH CONVENTION OF ELECTRICAL & ELECTRONICS ENGINEERS IN ISRAEL (IEEEI) | 2014年

关键词：

optimal estimator; nonlinear system; maximum likelihood; nonlinear estimator;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The Joint Maximum Likelihood criterion is used to derive the optimal estimator for continuous nonlinear systems with nonlinear dynamics and measurement. The solution is explicit and gives recursive formulas of the optimal estimator. The computation of the estimator's gains needs the solution of non-symmetric Differential Matrix Riccati Equation (DMRE). For linear systems this solution constitutes the structure of the Kalman Filter.

引用

页数：5

共 50 条

[1] Investigation and Improvement of Maximum Likelihood Channel Estimator in OFDM Systems
Mohamed, Khalid Sheikhidris
Alias, Mohamad Yusoff
Roslee, Mardeni Bin
2017 INTERNATIONAL CONFERENCE ON PLATFORM TECHNOLOGY AND SERVICE (PLATCON), 2017, : 98 - 101
[2] Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
Eggermont, PPB
LaRiccia, VN
ANNALS OF STATISTICS, 1999, 27 (05): : 1600 - 1615
[3] Accurate performance analysis of maximum likelihood frequency estimator for OFDM systems
Fang, KY
Sheen, WH
Sheu, JS
2003 IEEE 58TH VEHICULAR TECHNOLOGY CONFERENCE, VOLS1-5, PROCEEDINGS, 2003, : 2431 - 2434
[4] Consistency of a phylogenetic tree maximum likelihood estimator
RoyChoudhury, Arindam
Willis, Amy
Bunge, John
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2015, 161 : 73 - 80
[5] A weighted total least squares estimator for multivariable systems with nearly maximum likelihood properties
Guillaume, P
Pintelon, R
Schoukens, J
IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 1998, 47 (04) : 818 - 822
[6] A weighted total least squares estimator for multivariable systems with nearly maximum likelihood properties
Guillaume, P
Pintelon, R
Schoukens, J
JOINT CONFERENCE - 1996: IEEE INSTRUMENTATION AND MEASUREMENT TECHNOLOGY CONFERENCE & IMEKO TECHNICAL COMMITTEE 7, CONFERENCE PROCEEDINGS, VOLS I AND II: QUALITY MEASUREMENTS: THE INDISPENSABLE BRIDGE BETWEEN THEORY AND REALITY (NO MEASUREMENTS? NO SCIENCE!), 1996, : 282 - 287
[7] A Microeconomic Interpretation of the Maximum Entropy Estimator of Multinomial Logit Models and Its Equivalence to the Maximum Likelihood Estimator
Donoso, Pedro
de Grange, Louis
ENTROPY, 2010, 12 (10) : 2077 - 2084
[8] A maximum likelihood bunching estimator of the elasticity of taxable income
Aronsson, Thomas
Jenderny, Katharina
Lanot, Gauthier
JOURNAL OF APPLIED ECONOMETRICS, 2024, 39 (01) : 200 - 216
[9] The extent of the maximum likelihood estimator for the extreme value index
Zhou, Chen
JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 101 (04) : 971 - 983
[10] Iterative Algorithm for Feedback Nonlinear Systems by Using the Maximum Likelihood Principle
Xia, Huafeng
INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2024, 22 (04) : 1409 - 1417

← 1 2 3 4 5 →