A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems (Q3795597)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references