Adaptive Gaussian Nested Filter for Parameter Estimation and State Tracking in Dynamical Systems.
Sara Pérez-VieitesVíctor ElviraPublished in: ICASSP (2023)
Keyphrases
- parameter estimation
- dynamical systems
- maximum likelihood
- state space
- least squares
- markov random field
- statistical models
- position estimation
- dynamic systems
- em algorithm
- model selection
- dynamical models
- predictive state representations
- particle filter
- approximate inference
- parameter estimation algorithm
- nonlinear dynamical systems
- random fields
- linear quadratic
- linear dynamical systems
- kalman filter
- expectation maximization
- posterior distribution
- state estimation
- visual tracking
- past observations
- covariance matrices
- multiple objects
- dynamic model
- human body
- logic programs