An algorithm for estimating parameters of state-space models (Q1916235)
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scientific article; zbMATH DE number 896115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for estimating parameters of state-space models |
scientific article; zbMATH DE number 896115 |
Statements
An algorithm for estimating parameters of state-space models (English)
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2 July 1996
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Kalman filter
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maximum likelihood
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algorithm
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time-series models
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state-space form
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EM algorithm
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