Efficient iterated filtering

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 16, Issue PART 1, 2012, Pages 1785-1790

  Lindström, Erik ^a   Ionides, Edward ^b   Frydendall, Jan ^c   Madsen, Henrik ^c  

^a LUND UNIVERSITY   (Sweden)

^b UNIVERSITY OF MICHIGAN   (United States)

^c TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

Filtering techniques; Iterative methods; Maximum likelihood estimator; Recursive estimation; Stochastic approximation

Indexed keywords

COMPUTATION THEORY; COMPUTATIONAL EFFICIENCY; ITERATIVE METHODS; MAXIMUM LIKELIHOOD ESTIMATION; STATE SPACE METHODS; STOCHASTIC SYSTEMS;

BUILDING BLOCKES; FILTERING TECHNIQUE; ITERATIVE FILTERING; MAXIMUM LIKELIHOOD ESTIMATOR; RECURSIVE ESTIMATION; RECURSIVE ESTIMATORS; STATE - SPACE MODELS; STOCHASTIC APPROXIMATIONS;

PARAMETER ESTIMATION;

EID: 84867049749     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20120711-3-BE-2027.00300     Document Type: Conference Paper

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