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Non-convergence of the approximate maximum likelihood identification algorithm

✍ Scribed by V. Panuska

Publisher: Elsevier Science
Year: 1980
Tongue: English
Weight: 205 KB
Volume: 16
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(80)90058-8

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✦ Synopsis

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 constant values for large data lengths due to the round-off effect in the digital number representation system. This is illustrated by the presented numerical results.

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