On scalarized calculation of the likelihood function in array square-root filtering algorithms
type: Item
instance of: scholarly article
title: On scalarized calculation of the likelihood function in array square-root filtering algorithms
zbMATH Open document ID: 1180.93096
DOI: 10.1134/S0005117909050129
author: M. V. Kulikova
published in: Automation and Remote Control
publication date: 2010-01-13T00:00:00Z
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 65Y20
zbMATH DE Number: 5656999
zbMATH Keywords: scalarized calculation of the logarithmic likelihood function
zbMATH Keywords: Kalman filtering
zbMATH Keywords: computational complexity
MaRDI profile type: Publication
cites work: Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
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cites work: On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals
cites work: Repeated surveys and the Kalman filter
description: scientific article; zbMATH DE number 5656999