Parameter estimation for Jump Markov Linear Systems.
Mark P. BalenzuelaAdrian G. WillsChristopher RentonBrett NinnessPublished in: Autom. (2022)
Keyphrases
- parameter estimation
- linear systems
- markov chain
- markov fields
- sufficient conditions
- maximum likelihood
- least squares
- dynamical systems
- model selection
- markov random field
- em algorithm
- random fields
- parameter estimation algorithm
- coefficient matrix
- sparse linear systems
- model fitting
- estimation problems
- state space
- expectation maximization
- parameter estimates
- experimental data
- conditional independence
- unsupervised image segmentation