Optimal Recursive Maximum Likelihood Estimation

• In this paper we derive stochastic differential equations for recursive maximum-likelihood estimates for the joint filtering-parameter estimation problems.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Maximum likelihood estimate

Stochastic differential equation

Hamilton-Jacobi equation

Nonlinear filtering

Publikations- och innehållstyp

ref (ämneskategori)

kon (ämneskategori)