Maximum likelihood estimation of Gaussian models with missing data - Eight equivalent formulations

Automatica

Volumn 48, Issue 9, 2012, Pages 1955-1962

  Hansson, Anders ^a   Wallin, Ragnar ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

ARMAX models; Expectation maximization algorithm; Maximum likelihood estimation; Missing data

Indexed keywords

ARMAX MODEL; EXPECTATION-MAXIMIZATION ALGORITHMS; GAUSSIAN MODEL; MISSING DATA; NON-LINEAR LEAST SQUARES; NUMERICAL COMPARISON; OPTIMIZATION PROBLEMS;

ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION;

PROBLEM SOLVING;

EID: 84865023750     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2012.05.060     Document Type: Article

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