𝔖 Bobbio Scriptorium
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Parameter estimation for partially observable systems subject to random failure

✍ Scribed by Michael Jong Kim; Viliam Makis; Rui Jiang

Book ID
112007190
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
287 KB
Volume
29
Category
Article
ISSN
1524-1904

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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