Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Maximum likelihood estimation using square root information filters - MaRDI portal

Maximum likelihood estimation using square root information filters

From MaRDI portal
Publication:5202129

DOI10.1109/9.61004zbMath0723.93071OpenAlexW2126097515MaRDI QIDQ5202129

David W. Porter, Mitchell R. Belzer, James S. Vandergraft, Gerald J. Bierman

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/9.61004



Related Items

Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems, High-order accurate continuous-discrete extended Kalman filter for chemical engineering, Differentiating matrix orthogonal transformations, Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand, On the computation of derivatives within LD factorization of parametrized matrices, Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems, On efficient parametric identification methods for linear discrete stochastic systems, A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems, Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering, Practical implementation of extended Kalman filtering in chemical systems with sparse measurements, A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations, Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering, Maximum likelihood estimation via the extended covariance and combined square-root filters, Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods, Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering