A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (Q2228730)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7313595
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems |
scientific article; zbMATH DE number 7313595 |
Statements
A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (English)
0 references
19 February 2021
0 references
Kalman filtering
0 references
maximum likelihood estimation
0 references
gradient-based methods
0 references
Fisher information matrix
0 references
square-root algorithms
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.86971956
0 references
0.8659628
0 references
0.85775256
0 references
0.85704374
0 references
0.85307705
0 references
0.85287595
0 references
