Filtering and identification of a state space model with linear and bilinear interactions between the states (Q1690834)
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scientific article; zbMATH DE number 6825821
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| English | Filtering and identification of a state space model with linear and bilinear interactions between the states |
scientific article; zbMATH DE number 6825821 |
Statements
Filtering and identification of a state space model with linear and bilinear interactions between the states (English)
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12 January 2018
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bilinear state space model
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Kalman filter and smoother
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maximum likelihood estimate
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EM algorithm
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0.8037923574447632
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0.7899726629257202
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0.7606414556503296
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0.7604652643203735
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