A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems (Q3795597)
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scientific article; zbMATH DE number 4061133
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| default for all languages | No label defined |
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| English | A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems |
scientific article; zbMATH DE number 4061133 |
Statements
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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0.9239248633384703
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0.8648343682289124
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0.795149564743042
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0.7865241765975952
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