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A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems - MaRDI portal

A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems (Q3795597)

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A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems
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    A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems (English)
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    1988
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    log-likelihood gradient
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    linear dynamic systems
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    optimal smoothing equations
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    gradient-search algorithms
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    maximum likelihood estimation
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