Online maximum-likelihood estimation of the parameters of partially observed diffusion processes - Research Collection

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Author

Surace, Simone C.

Pfister, Jean-Pascal

Date

2019-07

Type

Journal Article

Citations

Cited 20 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1109/TAC.2018.2880404

Journal / series

IEEE Transactions on Automatic Control

Volume

64(7)

Pages / Article No.

2814 - 2829

Publisher

IEEE

Subject

Maximum likelihood estimation; parameter estimation; filtering theory; gradient methods; stochastic processes

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Citations

Cited 20 times in Scopus

ETH Bibliography

yes

Altmetrics