A new formula for the log-likelihood gradient for continuous-time stochastic systems (Q4850269)
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scientific article; zbMATH DE number 803595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new formula for the log-likelihood gradient for continuous-time stochastic systems |
scientific article; zbMATH DE number 803595 |
Statements
A new formula for the log-likelihood gradient for continuous-time stochastic systems (English)
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9 October 1995
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parameter estimation
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Kalman filter
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continuous-time linear stochastic system
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log-likelihood ratio
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smoother
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