MXLKID: a maximum likelihood parameter identifier. [In LRLTRAN for CDC 7600]
MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables.
- Research Organization:
- Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
- DOE Contract Number:
- W-7405-ENG-48
- OSTI ID:
- 5293758
- Report Number(s):
- UCID-18744; TRN: 80-014416
- Country of Publication:
- United States
- Language:
- English
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99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
COMPUTER CODES
M CODES
MAXIMUM-LIKELIHOOD FIT
SIGNALS
DATA PROCESSING
SYSTEMS ANALYSIS
ALGORITHMS
CDC COMPUTERS
DIGITAL FILTERS
DYNAMICS
FORTRAN
NONLINEAR PROBLEMS
COMPUTERS
MATHEMATICAL LOGIC
MECHANICS
NUMERICAL SOLUTION
PROCESSING
PROGRAMMING LANGUAGES
657002* - Theoretical & Mathematical Physics- Classical & Quantum Mechanics
990200 - Mathematics & Computers