High-level primitives for recursive maximum likelihood estimation
نویسندگان
چکیده
منابع مشابه
High-level Primitives for Recursive Maximum Likelihood Estimation
This paper proposes a high level language constituted of only a few primitives and macros for describing recursive maximum likelihood (ML) estimation algorithms. This language is applicable to estimation problems involving linear Gaussian models, or processes taking values in a nite set. The use of high level primitive allows the development of highly modular ML estimation algorithms based on o...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 1996
ISSN: 0018-9286
DOI: 10.1109/9.533675