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Volumn 3, Issue , 1998, Pages 2489-2494
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Two-observation Kalman framework for maximum-likelihood modeling of noisy time series
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Author keywords
[No Author keywords available]
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Indexed keywords
KALMAN FILTERING;
MATHEMATICAL MODELS;
MAXIMUM LIKELIHOOD ESTIMATION;
PARAMETER ESTIMATION;
TIME SERIES ANALYSIS;
DUAL EXTENDED KALMAN FILTERING;
NEURAL NETWORKS;
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EID: 0031643796
PISSN: None
EISSN: None
Source Type: Conference Proceeding
DOI: None Document Type: Conference Paper |
Times cited : (13)
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References (12)
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