Parameter estimation of RBF-AR model based on the EM-EKF algorithm

DOI10.16383/J.AAS.2017.E160216MaRDI QIDQ4642828zbMATH OpenOpenAlexWikidataFDO

Authors Yanhui Xi, Hui Peng, Hong Mo

Publication date 25 May 2018

Full work available at URL http://html.rhhz.net/ZDHXBZWB/html/2017-9-1636.htm

zbMATH Keywords

expectation maximization algorithmextended Kalman filteringradial basis function neural network

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Neural networks for/in biological studies, artificial life and related topics (92B20)

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• scientific article; zbMATH DE number 1928682 (Why is no real title available?)

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