Asymptotic properties of recursive particle maximum likelihood estimation
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...
| Автори: | , |
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| Формат: | Conference item |
| Мова: | English |
| Опубліковано: |
IEEE
2019
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