A Rao-Blackwellized particle filter to estimate the time-varying noise parameters in non-linear state-space models using alternative stabilized forgetting.
Milan PapezPublished in: ISSPIT (2016)
Keyphrases
- state space
- parameter estimation
- free parameters
- rao blackwellized particle filter
- probabilistic model
- search space
- markov decision processes
- complex systems
- reinforcement learning
- dynamic programming
- input data
- model selection
- heuristic search
- markov chain
- parameter estimates
- gaussian noise
- particle filter
- neural network
- edge detection
- probability distribution
- three dimensional