Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function

DOI10.1109/9.280783zbMath0815.93086OpenAlexW2073675547MaRDI QIDQ4306735

Mark A. Hooker

Publication date: 21 September 1994

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

Full work available at URL: https://doi.org/10.1109/9.280783

zbMATH Keywords

correlationlikelihood functioncomputing analytic derivativesGaussian state-space system

Mathematics Subject Classification ID

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