Sequential Parameter Estimation of Time-Varying Non-Gaussian Autoregressive Processes.
Petar M. DjuricJayesh H. KotechaFabien EsteveEtienne PerretPublished in: EURASIP J. Adv. Signal Process. (2002)
Keyphrases
- autoregressive
- parameter estimation
- random fields
- moving average
- non stationary
- least squares
- markov random field
- maximum likelihood
- gaussian markov random field
- model selection
- parameter estimation algorithm
- random field models
- em algorithm
- autoregressive model
- expectation maximization
- posterior distribution
- estimation problems
- textured images
- parameter estimates
- maximum entropy
- denoising
- sar images
- machine learning
- probabilistic model
- bayesian networks