Title :
Formulas for gradient and Hessian of the likelihood function with application to identification of linear ship steering dynamics
Author_Institution :
Systems Control Technology, Inc., Palo Alto, California
Abstract :
This brief paper summarizes some useful expressions for the gradient and Hessian of the log likelihood function used in parameter estimation for linear dynamic systems and indicates the utility of these approximations for one particular estimation application. The particular application is the estimation of the hydrodynamic coefficients appearing in the maneuvering dynamic model of a surface ship.
Keywords :
Covariance matrix; Density measurement; Force measurement; Gain measurement; Length measurement; Marine vehicles; Noise measurement; Technological innovation; Time measurement; Velocity measurement;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268917
