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Author's reply to comments on ‘non-convergence of the approximate maximum likelihood identification algorithm’

✍ Scribed by V. Panuska

Publisher: Elsevier Science
Year: 1980
Tongue: English
Weight: 57 KB
Volume: 16
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(80)90060-6

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✍ Lennart Ljung 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 130 KB

The following three comments and claims are made: 1. The 'approximate maximum likelihood method ' [called RELS in (S6derstr6m et al., 1978)] may work well in applications even though it has been proven that it does not always converge. 2. It was incorrect in (\* Ljung et al., 1975) to call the 'si

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✍ V. Panuska 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 205 KB

The question of non-convergence of the approximate maximum likelihood identification algorithm is discussed. It is pointed out that although there are systems for which in theory the algorithm does not converge to any finite limit, the computer implementation always gives results which settle at con