Publication Date:
2019-07-13
Description:
In this paper filtering and smoothing criteria for maximum-likelihood parameter estimation are described and compared. It is shown that the parameter estimate using the smoothing criterion may be obtained independently of the smoothed state estimate. Monte Carlo test results are presented comparing the efficiency of the estimation procedures.
Keywords:
CYBERNETICS
Type:
Annual Asilomar Conference on Circuits, Systems, and Computers; Nov 03, 1975 - Nov 05, 1975; Pacific Grove, CA
Format:
text
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