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
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