Derivative computations for the log likelihood function

DOI10.1109/TAC.1982.1102834zbMath0471.93066MaRDI QIDQ3926469

Alok Kumar, David A. Wilson

Publication date: 1982

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

identificationlog likelihood functionderivative computationsdiscrete, linear time-invariant Gaussian systems

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Algebraic methods (93B25)

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