Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods
DOI10.1134/S0005117911040084zbMATH Open1235.93242OpenAlexW2064436091MaRDI QIDQ766056FDOQ766056
Authors: M. V. Kulikova 
Publication date: 23 March 2012
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117911040084
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Cited In (8)
- Confidence estimation of autoregressive parameters based on noisy data
- Sequential maximum correntropy Kalman filtering
- A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations
- On efficient parametric identification methods for linear discrete stochastic systems
- Differentiating matrix orthogonal transformations
- Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems
- Two-stage gradient-based iterative algorithms for the fractional-order nonlinear systems by using the hierarchical identification principle
- Maximum likelihood estimation via the extended covariance and combined square-root filters
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