Maximum likelihood parameter estimation from incomplete data via the sensitivity equations: the continuous-time case
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Publication:4507139
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
Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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