New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models (Q4506764)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models |
scientific article; zbMATH DE number 1518273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models |
scientific article; zbMATH DE number 1518273 |
Statements
New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models (English)
0 references
17 October 2000
0 references
expectation maximization
0 references
maximum likelihood estimation
0 references
finite-dimensional filters
0 references
hidden Markov models
0 references
