Online maximum-likelihood estimation of the parameters of partially observed diffusion processes
Metadata only
Datum
2019-07Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
IEEE Transactions on Automatic ControlBand
Seiten / Artikelnummer
Verlag
IEEEThema
Maximum likelihood estimation; parameter estimation; filtering theory; gradient methods; stochastic processes