High-level primitives for recursive maximum likelihood estimation

DOI10.1109/9.533675MaRDI QIDQ4896781zbMATH OpenOpenAlexFDO

Authors 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

estimationfilteringhidden Markov modelsobservationprimitivesrecursive maximum likelihood estimationsmoothing

Mathematics Subject Classification ID

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

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(6)

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• 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
• scientific article; zbMATH DE number 851959 (Why is no real title available?)
• Recursive computing and simulation-free inference for general factorizable models

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