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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| English | 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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0.8579984307289124
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