Asymptotic properties of recursive particle maximum likelihood estimation

Asymptotic properties of recursive particle maximum likelihood estimation

Εμφάνιση άλλων εκδόσεων (1)

Using stochastic gradient search and the optimal filter derivative, it is possible to perform recursive (i.e., online) maximum likelihood estimation in a non-linear state-space model. As the optimal filter and its derivative are analytically intractable for such a model, they need to be approximated...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Tadic, VZB, Doucet, A
Μορφή:	Conference item
Γλώσσα:	English
Έκδοση:	IEEE 2019

Παρόμοια τεκμήρια

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