MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS IN MULTIVARIATE GAUSSIAN STOCHASTIC-PROCESSES

[1] ON CERTAIN CONVERGENCE QUESTIONS IN SYSTEM IDENTIFICATION [J]. SIAM JOURNAL ON CONTROL, 1970, 8 (02): : 239 - &

[2] ASTROM KT, 1965, TP18150 IBM NORD LAB

[3] BAUER F, 1955, DIREKTES ITERATIONSV, P285

[4] CAINES PE, 1971, 4 P UKAC CONTR CONV

[5] CAINES PE, IEE C PUBL

[6] FAURRE P, 1970, S OPTIMIZATION, V132

[7] GALTIERI CA, 1963, ERL6319 U CAL REP

[8] INNOVATIONS APPROACH TO DETECTION AND ESTIMATION THEORY [J]. PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1970, 58 (05): : 680 - +

[9] KAILATH T, 1973, 7 ANN INF SCIENC SYS

[10] Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[1] ON CERTAIN CONVERGENCE QUESTIONS IN SYSTEM IDENTIFICATION [J]. SIAM JOURNAL ON CONTROL, 1970, 8 (02): : 239 - &

[2] ASTROM KT, 1965, TP18150 IBM NORD LAB

[3] BAUER F, 1955, DIREKTES ITERATIONSV, P285

[4] CAINES PE, 1971, 4 P UKAC CONTR CONV

[5] CAINES PE, IEE C PUBL

[6] FAURRE P, 1970, S OPTIMIZATION, V132

[7] GALTIERI CA, 1963, ERL6319 U CAL REP

[8] INNOVATIONS APPROACH TO DETECTION AND ESTIMATION THEORY [J]. PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1970, 58 (05): : 680 - +

[9] KAILATH T, 1973, 7 ANN INF SCIENC SYS

[10] Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552