How to perform a Maximum Likelihood parameter estimation using simulink?

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How to perform a Maximum Likelihood parameter estimation using simulink? The Toolbox to estimate parameters just offers sum square error or sum absolute error. Isn't there a possibility to implement variances to my Data and use a Maximum Likelihood Estimator?

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Answer 1

Darshan Ramakant Bhat 2017-2-16

3 个投票

You can use the MATLAB function block in Simulink. Inside the function block you can call MATLAB's maximum likelihood function ' mle'. Please go through the following links.

http://www.mathworks.com/help/simulink/ug/creating-an-example-model-that-uses-a-matlab-function-block.html

https://www.mathworks.com/help/stats/mle.html

I hope my answer will help you.

Regards

Darshan Bhat