Recursive Maximum Likelihood Algorithm for Dependent Observations

DOI10.1109/TSP.2018.2889945MaRDI QIDQ4628293zbMATH OpenOpenAlexWikidataFDO

Authors Boaz Schwartz, Sharon Gannot, Emanuël A. P. Habets, Yair Noam

Publication date 6 March 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2018.2889945

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(2)

• Parameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive framework
• Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation

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