Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function (Q4306735)
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scientific article; zbMATH DE number 641487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function |
scientific article; zbMATH DE number 641487 |
Statements
Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function (English)
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21 September 1994
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computing analytic derivatives
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likelihood function
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Gaussian state-space system
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correlation
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