Robust continuous-time smoothers without two-sided stochastic integrals

Krishnamurthy، نويسنده , , V.، نويسنده , , Elliott، نويسنده , , R.، نويسنده ,

روزنامه با شماره پیاپی سال 2002

18

1824

1841

maximum likelihood estimation , Nonlinear smoothing , piecewise linear models , stochastic differential equations. , hidden Markov models(HMMs) , Continuous time

IEEE Transactions on Automatic Control

2002

IEEE Transactions on Automatic Control

386374