A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (Q2228730): Difference between revisions

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-.1016/j.matcom.2015.07.007
@@ Property / DOI: 10.1016/j.matcom.2015.07.007 / rank @@
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+Q57604748
@@ Property / Wikidata QID: Q57604748 / rank @@
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+Factorization methods for discrete sequential estimation
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+Maximum likelihood estimation using square root information filters
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+Extension of square-root filtering to include process noise
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+Efficient computation of gradient and hessian of likelihood function in linear dynamic systems
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+Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
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+Array algorithms for H/sup ∞/ estimation
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+<i>J</i>-Orthogonal Matrices: Properties and Generation
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+Reduced gradient computation in prediction error identification
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+Some new algorithms for recursive estimation in constant linear systems
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+Likelihood Gradient Evaluation Using Square-Root Covariance Filters
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+Maximum likelihood estimation via the extended covariance and combined square-root filters
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+Kalman Filter Sensitivity Evaluation With Orthogonal and J-Orthogonal Transformations
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+Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
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+A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations
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+Approaches to adaptive filtering
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+Square-root algorithms for least-squares estimation
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+New square-root algorithms for Kalman filtering
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+Extended Chandrasekhar recursions
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+A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems
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+A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems
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+On efficient parametric identification methods for linear discrete stochastic systems
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+State Sensitivity Evaluation Within UD Based Array Covariance Filters
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+Gradient computation in prediction error identification of linear discrete-time systems
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+Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes
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+Numerical aspects of different Kalman filter implementations
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+Derivative computations for the log likelihood function
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@@ Property / DOI @@
+.1016/J.MATCOM.2015.07.007
@@ Property / DOI: 10.1016/J.MATCOM.2015.07.007 / rank @@
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