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Determining the accuracy of maximum likelihood parameter estimates with colored residuals
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Morelli, Eugene A. Klein, Vladislav |
| Copyright Year | 1994 |
| Description | An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data. |
| File Size | 1797129 |
| Page Count | 52 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19950005456 |
| Archival Resource Key | ark:/13960/t7qp1291v |
| Language | English |
| Publisher Date | 1994-09-01 |
| Access Restriction | Open |
| Subject Keyword | Aircraft Stability And Control Dynamic Characteristics Aircraft Stability Algorithms Estimating Mathematical Models Maximum Likelihood Estimates Newton-raphson Method Aerodynamic Stability Parameter Identification Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
