On Parameter Estimation in the Presence of Noise (Q3690913)
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 3915467
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Parameter Estimation in the Presence of Noise |
scientific article; zbMATH DE number 3915467 |
Statements
On Parameter Estimation in the Presence of Noise (English)
0 references
1985
0 references
first-order autoregressive process
0 references
Riccati equations of filtering
0 references
Radon-Nikodym derivatives
0 references
closed-form expressions
0 references
independent Wiener processes
0 references
0.8040243983268738
0 references
0.7930359244346619
0 references
