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本文在极大似然估计与检测方法的基础上提出了一种新的时变参数递推估计方法,该方法能快速跟踪参数的突变。仿真结果表明用该方法来估计时变参数能得到较好的结果。
Based on the maximum likelihood estimation and detection methods, a new time-varying parameter recursive estimation method is proposed in this paper, which can rapidly track the mutation of parameters. Simulation results show that this method can be used to estimate time-varying parameters to get better results.