Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems (Q650040)

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scientific article; zbMATH DE number 5979878
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    Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems
    scientific article; zbMATH DE number 5979878

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      Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems (English)
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      25 November 2011
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      Auxiliary Quality Functional (AQF) method
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      identifying of parameters
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      linear dynamical system
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      square root covariance filter
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