Pages that link to "Item:Q4974504"

The following pages link to Likelihood Gradient Evaluation Using Square-Root Covariance Filters (Q4974504):

Displaying 13 items.

• On efficient parametric identification methods for linear discrete stochastic systems (Q461977) (← links)
• Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems (Q650040) (← links)
• Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods (Q766056) (← links)
• Differentiating matrix orthogonal transformations (Q901840) (← links)
• High-order accurate continuous-discrete extended Kalman filter for chemical engineering (Q1662973) (← links)
• On the computation of derivatives within LD factorization of parametrized matrices (Q1717383) (← links)
• A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (Q2228730) (← links)
• Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering (Q2229127) (← links)
• A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations (Q2261784) (← links)
• Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering (Q2793963) (← links)
• Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering (Q2833532) (← links)
• Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932) (← links)
• A cubature<i>H</i>_∞filter and its square-root version (Q5494494) (← links)