Simulation-based methods for blind maximum-likelihood filter identification

DOI10.1016/S0165-1684(98)00182-0zbMath0926.93066OpenAlexW2085935819WikidataQ127342861 ScholiaQ127342861MaRDI QIDQ1285634

Arnaud Doucet, Eric Moulines, Olivier Cappé, Marc Lavielle

Publication date: 28 April 1999

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(98)00182-0

zbMATH Keywords

maximum likelihood estimationstochastic algorithmsMarkov chain Monte Carlo (MCMC)expectation maximization (EM)blind system identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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