  Estimating online the parameters of general state-space hidden Markov models
is a topic of importance in many scientific and engineering disciplines. In
this paper we present an online parameter estimation algorithm obtained by
casting our recently proposed particle-based, rapid incremental smoother
(PaRIS) into the framework of recursive maximum likelihood estimation for
general hidden Markov models. Previous such particle implementations suffer
from either quadratic complexity in the number of particles or from the
well-known degeneracy of the genealogical particle paths. By using the
computational efficient and numerically stable PaRIS algorithm for estimating
the needed prediction filter derivatives we obtain a fast algorithm with a
computational complexity that grows only linearly with the number of particles.
The efficiency and stability of the proposed algorithm are illustrated in a
simulation study.
