Title :
Recursive maximum likelihood estimates using the Ito calculus
Author_Institution :
University of California, Los Angeles, CA, USA
fDate :
10/1/1969 12:00:00 AM
Abstract :
Showing that a certain maximum likelihood estimate of the initial state of a nonlinear system is an Ito process asymptotically is considered. Also using the Ito calculus, a scalar recursive estimator equation is derived.
Keywords :
Nonlinear systems; Recursive estimation; maximum-likelihood (ML) estimation; Bayesian methods; Calculus; Indium tin oxide; Inspection; Kalman filters; Maximum likelihood estimation; Minimax techniques; Nonlinear systems; Recursive estimation; State estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099270
