How to Deal with Parameter Estimation in Continuous-Time Stochastic Systems.
Jesica EscobarAna Gabriela Gallardo-HernándezMarcos Angel Gonzalez-OlveraPublished in: Circuits Syst. Signal Process. (2022)
Keyphrases
- parameter estimation
- stochastic systems
- stochastic models
- maximum likelihood
- random fields
- least squares
- em algorithm
- model selection
- stochastic processes
- markov chain
- confidence intervals
- expectation maximization
- markov random field
- sample path
- conservation laws
- approximate inference
- parameter estimation algorithm
- posterior distribution
- sample size
- markov processes
- optimal control
- markov chain monte carlo
- computer vision
- dynamical systems
- marginal distributions
- structure learning
- probabilistic model