Browsing by Author "Logothetis, A."
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Article
Maximum likelihood parameter estimation from incomplete data via the sensitivity equations: the continuous-time case
Charalambous, Charalambos D.; Logothetis, A. (2000)This paper is concerned with maximum likelihood (ML) parameter estimation of continuous-time nonlinear partially observed stochastic systems, via the expectation maximization (EM) algorithm. It is shown that the EM algorithm ...