Exact filters for Newton–Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems

C. D. Charalambous، نويسنده , , J. L. Hibey، نويسنده ,

ماهنامه با شماره پیاپی سال 2001

15

101

115

parameter estimation , Scoring , Fisherinformation , Kalman lter , Hessian , Log-likelihood , Stochastic systems , Newton{Raphson

Systems and Control Letters

2001

Systems and Control Letters

141789