Parameter Estimation for Continuous Time Hidden Markov Processes.
Yury A. KutoyantsPublished in: Autom. Remote. Control. (2020)
Keyphrases
- markov processes
- parameter estimation
- random fields
- markov fields
- stochastic processes
- markov random field
- markov process
- continuous time bayesian networks
- maximum likelihood
- markov chain
- least squares
- model selection
- em algorithm
- maximum likelihood estimation
- approximate inference
- parameter estimation algorithm
- posterior distribution
- non stationary
- expectation maximization
- structure learning
- marginal distributions
- stochastic process
- gaussian distribution
- pairwise