Likelihood Gradient Evaluation Using Square-Root Covariance Filters

DOI10.1109/TAC.2008.2010989zbMath1367.93649arXiv1605.06654MaRDI QIDQ4974504

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Publication date: 8 August 2017

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

Full work available at URL: https://arxiv.org/abs/1605.06654

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

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