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Identification of non-linear stochastic systems by state dependent parameter estimation - MaRDI portal

Identification of non-linear stochastic systems by state dependent parameter estimation (Q3151515)

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Identification of non-linear stochastic systems by state dependent parameter estimation
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    Identification of non-linear stochastic systems by state dependent parameter estimation (English)
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    16 October 2002
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    parameter estimation
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    identification
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    state dependent parameters
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    recursive filtering
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    fixed interval smoothing
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    maximum likelihood
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    prediction error decomposition
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    data reordering
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    nonlinear stochastic systems
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