High-level primitives for recursive maximum likelihood estimation

DOI10.1109/9.533675zbMath0860.93030OpenAlexW2095773138MaRDI QIDQ4896781

Bernard C. Levy, Ramine Nikoukhah, Albert Benveniste

Publication date: 3 December 1996

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/83c71643c26e8e1655e89163d151f97bf29db2db

zbMATH Keywords

estimationsmoothingfilteringhidden Markov modelsobservationprimitivesrecursive maximum likelihood estimation

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

Related Items (4)

Information criteria for residual generation and fault detection and isolation ⋮ A calculus of stochastic systems for the specification, simulation, and hidden state estimation of mixed stochastic/nonstochastic systems ⋮ Adaptive observers for linear stochastic time‐variant systems with disturbances ⋮ A note on the hyperbolic singular value decomposition

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