Оценка параметров хаотического процесса с помощью UKF-фильтра для построения прогноза (Parameter Estimation of Chaotic Process Using UKF and Time Series Forecasting).
Elena I. MalyutinaVladimir I. ShiryaevPublished in: AIST (Supplement) (2014)
Keyphrases
- parameter estimation
- markov random field
- model selection
- maximum likelihood
- statistical models
- state estimation
- em algorithm
- unscented kalman filter
- particle filter
- parameter estimation algorithm
- least squares
- posterior distribution
- random fields
- parameters estimation
- expectation maximization
- approximate inference
- estimation algorithm
- model fitting
- estimation problems
- visual tracking