Estimation for incomplete information stochastic systems from discrete observations

Estimation for incomplete information stochastic systems from discrete observations

Abstract This paper is concerned with the estimation problem for incomplete information stochastic systems from discrete observations. The suboptimal estimation of the state is obtained by constructing the extended Kalman filtering equation. The approximate likelihood function is given by using a Ri...

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Bibliographic Details
Main Author: Chao Wei
Format: Article
Language:English
Published: SpringerOpen 2019-06-01
Series:Advances in Difference Equations
Subjects:
Incomplete information stochastic system
Suboptimal estimation
Parameter estimation
Consistency
Asymptotic normality
Discrete observations
Online Access:http://link.springer.com/article/10.1186/s13662-019-2169-2

Internet

http://link.springer.com/article/10.1186/s13662-019-2169-2

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