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...
Main Author: | Chao Wei |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2019-06-01
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Series: | Advances in Difference Equations |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1186/s13662-019-2169-2 |
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