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"A new method for evaluating the log-likelihood gradient, the Hessian, and ..."
Mordechai Segal, Ehud Weinstein (1989)
- Mordechai Segal, Ehud Weinstein:
A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems. IEEE Trans. Inf. Theory 35(3): 682-687 (1989)
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