Uncertainty estimation in equality-constrained MAP and maximum likelihood estimation with applications to system identification and state estimation.
Dimas Abreu Archanjo DutraPublished in: Autom. (2020)
Keyphrases
- maximum likelihood estimation
- state estimation
- em algorithm
- maximum likelihood
- kalman filter
- maximum a posteriori
- particle filter
- kalman filtering
- parameter estimation
- expectation maximization
- extended kalman filter
- dynamic systems
- multivariate gaussian
- state space model
- particle filtering
- probability distribution
- estimation problems
- log likelihood function
- density function
- three dimensional
- dynamical systems
- complex systems
- mixture model