An improved log-likelihood gradient for continuous-time stochastic systems with deterministic input (Q4896792)
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scientific article; zbMATH DE number 937928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved log-likelihood gradient for continuous-time stochastic systems with deterministic input |
scientific article; zbMATH DE number 937928 |
Statements
An improved log-likelihood gradient for continuous-time stochastic systems with deterministic input (English)
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3 December 1996
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Kalman filter
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covariance operator
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Radon-Nikodym derivative
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Hamiltonian form
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smoother
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