A new formula for the log-likelihood gradient for continuous-time stochastic systems (Q4850269)
From MaRDI portal
scientific article; zbMATH DE number 803595
Language | Label | Description | Also known as |
---|---|---|---|
English | A new formula for the log-likelihood gradient for continuous-time stochastic systems |
scientific article; zbMATH DE number 803595 |
Statements
A new formula for the log-likelihood gradient for continuous-time stochastic systems (English)
0 references
9 October 1995
0 references
parameter estimation
0 references
Kalman filter
0 references
continuous-time linear stochastic system
0 references
log-likelihood ratio
0 references
smoother
0 references