High-level primitives for recursive maximum likelihood estimation

IEEE Transactions on Automatic Control

Volumn 41, Issue 8, 1996, Pages 1125-1145

  Levy, Bernard C ^a,b   Benveniste, Albert ^a,c   Nikoukhah, Ramine ^a,d  

^a IEEE

^b University of California   (United States)

^c CAMPUS DE BEAULIEU   (France)

^d INRIA ROCQUENCOURT   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MACROS; MATHEMATICAL MODELS; NUMERICAL METHODS; PARAMETER ESTIMATION; RANDOM PROCESSES; RECURSIVE FUNCTIONS; STATE ESTIMATION; STATISTICAL METHODS;

FILTERING ALGORITHMS; FINITE SET VALUES; LINEAR DESCRIPTOR SYSTEMS; LINEAR GAUSSIAN MODELS; MAXIMUM LIKELIHOOD (ML) ESTIMATION ALGORITHMS; SMOOTHING ALGORITHMS;

HIGH LEVEL LANGUAGES;

EID: 0030214565     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.533675     Document Type: Article

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