Title :
Derivation of the recursive maximum-likelihood identification algorithm
Author_Institution :
Concordia University, Department of Electrical Engineering, Montreal, Canada
Abstract :
It is shown that the recursive maximum-likelihood identification algorithm, which was obtained previously as an online version of the maximum-likelihood method, can be derived in a straightforward way by using a stochastic approximation approach.
Keywords :
identification; linear systems; linear dynamic system; recursive maximum likelihood identification algorithm; stochastic approximation approach;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19770014
