𝔖 Bobbio Scriptorium
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Effects of noise in maximum likelihood analysis of late potentials

✍ Scribed by L. Sörnmo; R. Atarius


Book ID
114048131
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
597 KB
Volume
28
Category
Article
ISSN
1532-8430

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✍ G.N. Milstein; M. Nussbaum 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 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