Numerical differentiation and parameter estimation in higher-order linear stochastic systems.
Tyrone E. DuncanPetr MandlBozenna Pasik-DuncanPublished in: IEEE Trans. Autom. Control. (1996)
Keyphrases
- parameter estimation
- stochastic systems
- higher order
- markov random field
- maximum likelihood
- random fields
- least squares
- model selection
- stochastic models
- em algorithm
- parameter estimation algorithm
- conservation laws
- expectation maximization
- pairwise
- posterior distribution
- approximate inference
- confidence intervals
- conditional random fields
- sample path
- stochastic processes
- parameter estimates
- markov models
- differential equations
- machine learning
- probability distribution
- image segmentation