Accession Number : ADA116190

Title :   Recursive Parameter Estimation Using Incomplete Data.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Titterington,D M

PDF Url : ADA116190

Report Date : May 1982

Pagination or Media Count : 24

Abstract : Stochastic approximation procedures are considered for the estimation of parameters using incomplete data. One procedure is stated and illustrated which often leads to asymptotically efficient estimators. Others are developed which, although possibly not optimal in the above sense, will be very much easier to apply. This will be particularly advantageous when quick recursive estimates are required. Examples are given and a link is made between one of the sub-optimal methods and the EM algorithm. (Author)

Descriptors :   *Parametric analysis, *Stochastic processes, *Recursive functions, *Estimates, *Approximation(Mathematics), Numerical methods and procedures, Maximum likelihood estimation, Asymptotic normality

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE