A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (Q2228730)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems |
scientific article |
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A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (English)
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19 February 2021
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Kalman filtering
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maximum likelihood estimation
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gradient-based methods
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Fisher information matrix
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square-root algorithms
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