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Avtomatika i Telemekhanika, 2016, Issue 7, Pages 68–85
(Mi at14507)
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This article is cited in 2 scientific papers (total in 2 papers)
Stochastic Systems, Queuing Systems
Numerical method of estimating the maximal likelihood of a smooth parametric manifold
A. T. Bekishev, Yu. B. Korobochkin "Ametist" Corp., Moscow, Russia
Abstract:
Consideration was given to the numerical estimation of the maximum likelihood for the parameter vector describing a smooth manifold. Estimation is based on the results of observing motion of a dynamic plant whose trajectory belongs to this manifold and is measured with random errors having normal distribution with certain parameters. Application of the maximum likelihood method to such problems gives rise to the problem of nonlinear highdimensionality programming. Some constructive analytical results obtained enable significant reduction in the problem dimensionality. The problem of identifying the plane of motion of a dynamic plant was examined.
Citation:
A. T. Bekishev, Yu. B. Korobochkin, “Numerical method of estimating the maximal likelihood of a smooth parametric manifold”, Avtomat. i Telemekh., 2016, no. 7, 68–85; Autom. Remote Control, 77:7 (2016), 1180–1194
Linking options:
https://www.mathnet.ru/eng/at14507 https://www.mathnet.ru/eng/at/y2016/i7/p68
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Statistics & downloads: |
Abstract page: | 182 | Full-text PDF : | 48 | References: | 33 | First page: | 12 |
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