Robust Bayesian state and parameter estimation framework for stochastic dynamical systems with combined time-varying and time-invariant parameters.
Philippe BisaillonBrandon RobinsonMohammad KhalilChris L. PettitDominique PoirelAbhijit SarkarPublished in: CoRR (2022)
Keyphrases
- parameter estimation
- dynamical systems
- maximum likelihood
- posterior distribution
- bayesian model selection
- model selection
- parameter estimation algorithm
- least squares
- markov random field
- parameter values
- statistical models
- metropolis hastings algorithm
- expectation maximization
- parameters estimation
- state space
- em algorithm
- linear dynamical systems
- random fields
- dynamic systems
- differential equations
- parameter estimates
- predictive state representations
- approximate inference
- feature selection
- search algorithm
- image segmentation
- clustering algorithm