Robust online joint state/input/parameter estimation of linear systems.
Jean-Sébastien BrouillonKeith MoffatFlorian DörflerGiancarlo Ferrari-TrecatePublished in: CoRR (2022)
Keyphrases
- parameter estimation
- linear systems
- maximum likelihood
- least squares
- model selection
- parameter estimation algorithm
- markov random field
- random fields
- sufficient conditions
- dynamical systems
- em algorithm
- real time
- estimation problems
- neural network
- expectation maximization
- state space
- coefficient matrix
- sparse linear systems
- experimental data
- higher order
- interior point methods
- multi objective