Recursive Maximum Likelihood Algorithm for Dependent Observations

DOI10.1109/TSP.2018.2889945zbMATH Open1414.62077OpenAlexW2908075801WikidataQ128647367 ScholiaQ128647367MaRDI QIDQ4628293FDOQ4628293

Boaz Schwartz, Yair Noam, Sharon Gannot, Emanuël A. P. Habets

Publication date: 6 March 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2018.2889945

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited In (2)

• Parameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive framework
• Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation

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