A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems (Q3795597)
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English | A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems |
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A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems (English)
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1988
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log-likelihood gradient
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linear dynamic systems
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optimal smoothing equations
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gradient-search algorithms
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maximum likelihood estimation
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