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Optimal Recursive Maximum Likelihood Estimation
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
MIT, MA, USA.
Carnegie Mellon University, PA, USA.
1987 (English)In: Proceedings of the 10th IFAC World Congress on Automatic Control, 1987, 247-281 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper we derive stochastic differential equations for recursive maximum-likelihood estimates for the joint filtering-parameter estimation problems.

Place, publisher, year, edition, pages
1987. 247-281 p.
Keyword [en]
Maximum likelihood estimate, Stochastic differential equation, Hamilton-Jacobi equation, Nonlinear filtering
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-100627ISBN: 978-0080357287 (print)OAI: oai:DiVA.org:liu-100627DiVA: diva2:663190
Conference
10th IFAC World Congress on Automatic Control, Munich, Germany, 27-31 July, 1987
Available from: 2013-11-10 Created: 2013-11-10 Last updated: 2013-11-10

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Ljung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
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