Sequential estimation of stochastic continuous-time signals from sample covariances.
Magnus MossbergPublished in: ICASSP (4) (2005)
Keyphrases
- estimation algorithm
- markov processes
- markov chain
- optimal control problems
- covariance matrix
- monte carlo
- iterative learning control
- correlation function
- optimal control
- signal processing
- markov random field
- state space
- estimation process
- probabilistic model
- maximum likelihood
- stochastic programming
- probability distribution
- markov process
- stochastic optimization
- learning automata
- estimation accuracy
- artificial neural networks
- dynamical systems
- random variables
- parameter estimation