• DocumentCode
    813833
  • Title

    Example of nonexistence of continuous nonlinear max-likelihood smoothing estimate

  • Author

    Maltz, F. ; Maltz, F.H.

  • Author_Institution
    Lockheed Palo Alto Research Laboratory, Palo Alto, CA, USA
  • Volume
    19
  • Issue
    1
  • fYear
    1974
  • fDate
    2/1/1974 12:00:00 AM
  • Firstpage
    83
  • Lastpage
    84
  • Abstract
    An exponential function of a Gauss-Markov process is used here as an example to show the nonexistence of a continuous joint max-likelihood smoothing estimate over the intervalT doteq
  • Keywords
    Nonlinear systems, continuous-time; Smoothing methods; State estimation; maximum-likelihood (ML) estimation; Automatic control; Gaussian processes; Jacobian matrices; Linear systems; Nonlinear dynamical systems; Nonlinear systems; Smoothing methods;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100478
  • Filename
    1100478