Asymptotic properties of recursive particle maximum likelihood estimation

Asymptotic properties of recursive particle maximum likelihood estimation

Бусад хувилбаруудыг харуулах (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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Tadic, VZB, Doucet, A
Формат:	Conference item
Хэл сонгох:	English
Хэвлэсэн:	IEEE 2019

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