An algorithm for estimating parameters of state-space models (Q1916235): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: DiVinE / rank | |||
Normal rank | |||
Revision as of 19:52, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for estimating parameters of state-space models |
scientific article |
Statements
An algorithm for estimating parameters of state-space models (English)
0 references
2 July 1996
0 references
Kalman filter
0 references
maximum likelihood
0 references
algorithm
0 references
time-series models
0 references
state-space form
0 references
EM algorithm
0 references
