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Estimation of parameters for Hilbert space-valued partially observable stochastic processes

✍ Scribed by Wilfried Loges


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
618 KB
Volume
20
Category
Article
ISSN
0047-259X

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This paper presents explicit ΓΏnite-dimensional ΓΏlters for implementing Newton-Raphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuous-time and partially observed. The implementation of the NR algorithm requires evaluation of th