Maximum likelihood recursive state estimation: an incomplete-information based approach

DOI10.1016/j.automatica.2024.111820MaRDI QIDQ6605952zbMATH OpenFDO

Authors Budhi A. Surya

Publication date 16 September 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2024.111820

zbMATH Keywords

EM algorithmincomplete informationinformation matrixnonlinear filteringstate-space models

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Estimation and detection in stochastic control theory (93E10)

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Cited in

(1)

• Exact maximum likelihood nonlinear filtering equations and stability properties of the optimal nonlinear filter

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