Maximum likelihood parameter estimation from incomplete data via the sensitivity equations: the continuous-time case

DOI10.1109/9.855553zbMath0973.93056OpenAlexW2130818673MaRDI QIDQ4507139

Andrew Logothetis, Charalambos D. Charalambous

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5a38c4a33f9e5f292ee4c4dea7d66b69b7a4b496

zbMATH Keywords

parameter estimationEM algorithmcomplete datamaximum likelihoodsensitivity equations

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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