CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS (Q4272772)
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scientific article; zbMATH DE number 472912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS |
scientific article; zbMATH DE number 472912 |
Statements
CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS (English)
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20 December 1993
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continuous/discrete state space model
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discrete measurements
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maximum likelihood estimation
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EM algorithm
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sampled continuous-time stochastic processes
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scoring algorithm
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exact analytical derivatives
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unobserved states
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errors of measurement
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quasi- Newton algorithms
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simulation studies
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sunspot activity
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