Estimation with Missing Data

DOI10.1076/mcmd.5.3.220.3681zbMath0940.93069OpenAlexW2077677219MaRDI QIDQ4700086

Graham C. Goodwin, Arie Feuer

Publication date: 1 December 1999

Published in: Mathematical and Computer Modelling of Dynamical Systems (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1076/mcmd.5.3.220.3681

zbMATH Keywords

estimationhidden Markov modelfilteringexpectation maximization algorithmfixed interval smoothing

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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