NASA NTRS · 19740050831
Parameter estimation using an a posteriori criterion
Abstract
A procedure for system parameter estimation from noisy data is presented that is based on an a posteriori criterion. It is compared with a maximum likelihood approach for a process-noise case. Both methods yield identical results when the process noise is not modeled.
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Bach, R. E., Jr., Chen, F. Y.. 1974-01-01. Parameter estimation using an a posteriori criterion. https://ntrs.nasa.gov/citations/19740050831
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