Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition.
Feng DingXimei LiuXingyun MaPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- parameter estimation
- least squares
- state space
- maximum likelihood
- markov random field
- model selection
- state variables
- em algorithm
- statistical models
- parameter estimation algorithm
- filtering algorithm
- motion parameters
- dynamic programming
- model fitting
- maximum likelihood estimation
- random fields
- posterior distribution
- parameters estimation
- parameter values
- approximate inference
- parameter estimates
- reinforcement learning
- dynamical systems
- video sequences
- kalman filter
- machine learning
- experimental data
- state estimation
- expectation maximization
- mobile robot
- bayesian model selection