Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter

DOI10.1111/BMSP.12318zbMATH Open1529.62084MaRDI QIDQ6185840FDOQ6185840

Authors: Lu Ou, Michael D. Hunter, Zhao-hua Lu, Sy-Miin Chow 

Publication date: 30 January 2024

Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

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zbMATH Keywords

continuous-time modelnonlinear modelmixed-effects modelcontinuous-discrete extended Kalman filter

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15) Filtering in stochastic control theory (93E11)

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