Filter-order selection in adaptive maximum likelihood estimation
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Publication:3336552
DOI10.1109/TIT.1984.1056891zbMath0546.62068MaRDI QIDQ3336552
Publication date: 1984
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
parameter estimationadaptive filteringmaximum likelihoodKullback informationAkaike's criterionfilter-order selectionKalman filtering equation
Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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