Open AccessResearch and Analysis of Maximum Likelihood Parameter Identification Based on The Recursion of Longdongnan Economic Model
Author(s) -
Xuan Wang,
Wanjun Zhang,
Feng Zhang,
Xiaoping Gou,
Jingxuan Zhang,
Jingyi Zhang
Publication year - 2021
Publication title -
iop conference series. earth and environmental science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.179
H-Index - 26
eISSN - 1755-1307
pISSN - 1755-1315
DOI - 10.1088/1755-1315/714/2/022054
Subject(s) - likelihood function , identification (biology) , restricted maximum likelihood , maximum likelihood , recursion (computer science) , likelihood principle , estimation theory , expectation–maximization algorithm , mathematics , function (biology) , marginal likelihood , computer science , statistics , nonlinear system , algorithm , mathematical optimization , econometrics , quasi maximum likelihood , botany , physics , quantum mechanics , evolutionary biology , biology
By establishing the regional economic model of southeast Gansu Economic Model as the maximum likelihood parameter identification,the maximum likelihood identification is an estimation method based on probability and statistics theory,by constructing the likelihood function with independent variables and maximizing the likelihood function,the model has good statistical properties and is widely used in many fields.However, the research of maximum likelihood identification method is still limited. Therefore, it is of theoretical significance and academic value to study the maximum likelihood identification method for linear systems and Hammerstein nonlinear systems by combining data filtering technique, hierarchical identification principle and multi-innovation identification theory. In order to improve the identification accuracy, maximum likelihood gradient iteration and maximum likelihood gradient iteration based on finite data window are proposed for output error moving average system.This paper holds that the pattern conforms to the requirements of economic development of Southeast Longnan and has a strong reference for other regions.The simulation results verify the feasibility and validity of the identification modeling method.