scientific article; zbMATH DE number 1179810

MaRDI QIDQ4399141zbMATH OpenFDO

Authors

Publication date 7 April 1999

zbMATH Keywords

discrete-time observationsexpectation maximization algorithmfilteringparameter estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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• Exact formulas for optimal filtering in a nonstationary piecewise-linear problem of parameter estimation

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