EFFICIENT COMPUTATION OF GRADIENT AND HESSIAN OF LIKELIHOOD FUNCTION IN LINEAR DYNAMIC-SYSTEMS

被引：5

作者：

GUPTA, NK ^{[1
]}

机构：

[1] SYST CONTROL INC,DIV SYST IDENTIFICATION CONTROL & ESTIMATION,PALO ALTO,CA 94306

来源：

关键词：

D O I：

10.1109/TAC.1976.1101359

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：781 / 783

页数：3

共 11 条

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[2]

ASTROM KJ, 1966, THEORY SELF ADAPTIVE

[3]

DURBIM J, 1959, BIOMETRIKA, V46, P316

GUPTA, NK ;

MEHRA, RK .

[5]

GUPTA NK, 1975, 4 SYST CONTR INC TEC

HANNAN, EJ .

[7] ESTIMATION OF MIXED MOVING AVERAGE AUTOREGRESSIVE SYSTEMS [J].

HANNAN, EJ .

KASHYAP, RL ;

NASBURG, RE .

[9] MAXIMUM LIKELIHOOD IDENTIFICATION OF STOCHASTIC LINEAR SYSTEMS [J].

KASHYAP, RL .

[10]

MEHRA RK, 1970, 1970 JOINT AUT CONTR