Maximum likelihood estimation via the extended covariance and combined square-root filters

2009 ◽  
Vol 79 (5) ◽  
pp. 1641-1657 ◽  
Author(s):  
M.V. Kulikova
1990 ◽  
Vol 35 (12) ◽  
pp. 1293-1298 ◽  
Author(s):  
G.J. Bierman ◽  
M.R. Belzer ◽  
J.S. Vandergraft ◽  
D.W. Porter

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