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
fDate :
2/1/1974 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100478
