Adaptation of discrete estimation algorithms according state model and shaping noise parameters based on the combined maximum principle.
Andrey KostoglotovIgor DeryabkinSergey LazarenkoIgor PugachevAnton KuznetsovPublished in: EWDTS (2016)
Keyphrases
- parameter estimation
- parameter values
- maximum likelihood estimation
- sensitivity analysis
- learning algorithm
- computational model
- em algorithm
- computational complexity
- mathematical model
- noisy data
- state variables
- theoretical analysis
- data structure
- autoregressive
- parametric models
- neural network
- graphical models
- maximum likelihood
- optimization problems
- objective function
- decision trees
- estimation process
- discrete data