New stochastic realization algorithms for identification of ARMA models.
Gérard AlengrinGérard FavierPublished in: ICASSP (1978)
Keyphrases
- machine learning algorithms
- data structure
- computational cost
- worst case
- stochastic models
- learning algorithm
- optimization problems
- free parameters
- orders of magnitude
- learning models
- complex systems
- markov chain monte carlo methods
- linear gaussian
- linear models
- mathematical models
- graph theory
- evaluation metrics
- times faster
- computationally efficient
- model selection
- probabilistic model
- image segmentation