𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On some sampling schemes for estimating the parameters of a continuous time series

✍ Scribed by Philip McDunnough; David B. Wolfson

Book ID
105589899
Publisher
Springer Japan
Year
1979
Tongue
English
Weight
526 KB
Volume
31
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A comparison of simultaneous state and p
A comparison of simultaneous state and parameter estimation schemes for a continuous fermentor reactor
✍ Saneej B. Chitralekha; J. Prakash; H. Raghavan; R.B. Gopaluni; Sirish L. Shah πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 352 KB

This article proposes a maximum likelihood algorithm for simultaneous estimation of state and parameter values in nonlinear stochastic state-space models. The proposed algorithm uses a combination of expectation maximization, nonlinear filtering and smoothing algorithms. The algorithm is tested with