The marginal likelihood for parameters in a discrete gauss-markov process

IEEE Transactions on Signal Processing

Volumn 48, Issue 3, 2000, Pages 870-873

  Bell, Bradley M ^a  

^a University of Washington   (United States)

Author keywords

Adaptive kalman bucy filtering; Gauss markov process; Symmetric block tridiagonal

Indexed keywords

ADAPTIVE FILTERING; ALGORITHMS; APPROXIMATION THEORY; LAPLACE TRANSFORMS; MARKOV PROCESSES; MATRIX ALGEBRA; PARAMETER ESTIMATION; THEOREM PROVING;

ADAPTIVE KALMAN-BUCY FILTERING; GAUSS-MARKOV PROCESS; MARGINAL LIKELIHOOD; SYMMETRIC BLOCK TRIDIAGONAL;

DIGITAL SIGNAL PROCESSING;

EID: 0033901581     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.824682     Document Type: Article

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