Variance Analysis of a Cross-Covariance Matching Method for Continuous-Time ARX Parameter Estimation.

Magnus Mossberg

Published in: IEEE Trans. Autom. Control. (2008)

Keyphrases

parameter estimation
em algorithm
model fitting
model selection
markov random field
statistical models
covariance matrix
least squares
maximum likelihood
matching algorithm
approximate inference
three dimensional
dynamic programming
energy function
parameter estimation algorithm