\( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters (Q2689632)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters |
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\( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters (English)
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13 March 2023
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hidden Markov model
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multiplicative noise in observations
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smoothing on fixed observation interval
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\( \mathcal{L}_1\)-optimal estimate
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EM algorithm
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