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Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations - MaRDI portal

Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations (Q2409264)

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Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations
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    Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations (English)
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    11 October 2017
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    estimation theory
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    parameter estimation
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    state estimation
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    optimization problems
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    stochastic systems
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