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Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications 期刊论文
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2020, 页码: 18
作者:  Guo, Jin;  Cheng, Jing;  Xue, Wenchao;  Zhao, Yanlong
收藏  |  浏览/下载:198/0  |  提交时间:2020/10/12
binary-valued observations  FIR systems  packet losses  parameter identification  transmission errors  
Parameter Estimation Based on Set-valued Signals: Theory and Application 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 2, 页码: 255-263
作者:  Wang, Ting;  Zhang, Hang;  Zhao, Yan-long
收藏  |  浏览/下载:159/0  |  提交时间:2020/01/10
set-valued signals  parameter estimation  one-time completed algorithms  iterative estimation algorithms  recursive estimation algorithms  
Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4, 页码: 17
作者:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
收藏  |  浏览/下载:161/0  |  提交时间:2018/07/30
Heston model  stochastic volatility model  parameter estimation  normal maximum likelihood estimation  pseudo maximum likelihood estimation  consistent extended Kalman filter