基于极大似然法的差分方程重构算法

A. S. Anisimòv, V. Kononov, D.S. Hudyakov
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引用次数: 0

摘要

考虑了极大似然法在对目标离散传递函数的脉冲响应进行噪声估计时改进其分母多项式因子估计的可能性和奇异性。该方法的应用减少了求解非线性代数方程组的必要性。给出了该系统解的特殊迭代算法,其中每一步求解两个线性系统。在这种情况下,所需因子的重构误差是由整形滤波器传递函数阶数的任意选择和非线性系统解的迭代特性产生的。给出了通过检测产生噪声估计的中心性、白度和正态性指标来间接监测所得估计有效性的方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Difference equation reconstruction algorithms based on maximum likelihood method
The possibilities and singularities of use of the maximum likelihood method for an improvement of the estimations of denominator polynomial factors at reconstruction of an object discrete transfer function on noisy estimation of its impulse response are considered. The application of this method reduces the necessity of a nonlinear algebraic system solution. The special iterative algorithm of a solution of the indicated system is offered, in which for each step the solution of two linear systems is made. In this case the reconstruction error of the required factors is generated by an arbitrary enough choice of transfer function order of the shaping filter and by the iterative character of a nonlinear system solution. The procedure of indirect monitoring of the obtained estimations effectiveness by means of inspection of indexes of centrality, whiteness and normality of generating noise estimation is offered.
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