Stability of optimal filter higher-order derivatives
In many scenarios, a state-space model depends on a parameter which needs to be inferred from data. Using stochastic gradient search and the optimal filter first-order derivatives, the parameter can be estimated online. To analyze the asymptotic behavior of such methods, it is necessary to establish...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
2020
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