Exact Finite-Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear Gaussian Systems (Q4377423)

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scientific article; zbMATH DE number 1116162
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Exact Finite-Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear Gaussian Systems
scientific article; zbMATH DE number 1116162

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    Exact Finite-Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear Gaussian Systems (English)
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    9 February 1998
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    stochastic systems
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    finite-dimensional filters
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    Kalman filter
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    expectation maximization algorithm
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    parameter estimation
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    maximum likelihood estimation
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