Unbiased parameter estimation of linear systems with colored noises.
Ying ZhangChun-Bo FengPublished in: Autom. (1997)
Keyphrases
- linear systems
- parameter estimation
- sufficient conditions
- maximum likelihood
- model selection
- dynamical systems
- em algorithm
- expectation maximization
- least squares
- markov random field
- random fields
- coefficient matrix
- model fitting
- parameter estimation algorithm
- sparse linear systems
- estimation problems
- interior point methods
- parameter estimates
- machine learning