Using stochastic gradient search and the optimal filter derivative, it is possible to perform recursive maximum likelihood estimation in a non-linear state-space model. As its derivative are analytically intractable for such model, they need be approximated numerically. In Poyiadjis et al. (G. Poyiadjis, A. Doucet, S. Singh, Biometrika, vol. 98, no. 1, pp. 65–80, 2011), algorithm based on parti...