Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering.
Longjin WangYan HePublished in: IEEE Access (2019)
Keyphrases
- parameter estimation
- recursive least squares
- em algorithm
- maximum likelihood
- least squares
- expectation maximization
- probabilistic model
- probability distribution
- markov random field
- model selection
- network model
- machine learning
- random fields
- adaptive filtering
- denoising
- higher order
- dynamic programming
- maximum entropy
- bayesian networks