Parameter estimation in stochastic grey-box models. (Q1428692)
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scientific article; zbMATH DE number 2062918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in stochastic grey-box models. |
scientific article; zbMATH DE number 2062918 |
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Parameter estimation in stochastic grey-box models. (English)
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29 March 2004
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Grey-box models
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Parameter estimation
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Stochastic differential equations
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Maximum likelihood estimation
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Extended Kalman filter
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Estimation with missing observations
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Robust estimation
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Estimation accuracy
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Software tools
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