Analysis of nonlinear state space model with dependent measurement noises (Q5078098)
From MaRDI portal
scientific article; zbMATH DE number 7530009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of nonlinear state space model with dependent measurement noises |
scientific article; zbMATH DE number 7530009 |
Statements
Analysis of nonlinear state space model with dependent measurement noises (English)
0 references
20 May 2022
0 references
EM algorithm
0 references
estimation of the hidden state
0 references
nonlinear state space model
0 references
maximum likelihood estimation
0 references
0 references
