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Initial convergence of recursive maximum-likelihood identification algorithms

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1 Author(s)
Norton, J.P. ; University of Tasmania, Department of Electrical Engineering, Hobart, Australia

The effects of modifications proposed by Söderström on the performance of the well known approximate maximum-likelihood identification algorithm based on recursive least squares arc tested on short records. The modified algorithm is found to be susceptible to instability and slow convergence.

Published in:

Electronics Letters  (Volume:13 ,  Issue: 20 )

Date of Publication:

September 29 1977

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