A note on sampling and parameter estimation in linear stochastic systems.
Tyrone E. DuncanPetr MandlBozenna Pasik-DuncanPublished in: IEEE Trans. Autom. Control. (1999)
Keyphrases
- parameter estimation
- stochastic systems
- markov chain monte carlo
- maximum likelihood
- least squares
- markov random field
- model selection
- parameter estimation algorithm
- em algorithm
- random fields
- stochastic models
- confidence intervals
- conservation laws
- posterior distribution
- approximate inference
- expectation maximization
- monte carlo
- linear model
- sample size
- importance sampling