Filtering and identification of a state space model with linear and bilinear interactions between the states

DOI10.1186/1687-1847-2012-176zbMath1377.93160OpenAlexW2118095752WikidataQ59291725 ScholiaQ59291725MaRDI QIDQ1690834

Ravi P. Agarwal, Abdullah Eqal Al-Mazrooei, Mohamed A. El-Gebeily, Jaafar AlMutawa

Publication date: 12 January 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2012-176

zbMATH Keywords

EM algorithmmaximum likelihood estimatebilinear state space modelKalman filter and smoother

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

The existence of a ground state solution for a class of fractional differential equation with \(p\)-Laplacian operator

Cites Work

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