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Asymptotic maximum likelihood estimator performance for chaotic signals in noise

โœ Scribed by Kay, S.


Book ID
119790071
Publisher
IEEE
Year
1995
Tongue
English
Weight
317 KB
Volume
43
Category
Article
ISSN
1053-587X

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Maximum likelihood estimation of a nonpa
โœ G.N. Milstein; M. Nussbaum ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 115 KB

We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise. The aim is to reduce these to standard problems of optimal control which can be solved by iterative procedures. This reduction requires a preliminary data smoothing; stability theorems