Real-time parameter estimation and output prediction for ARMA-type system models.
Václav PeterkaPublished in: Kybernetika (1981)
Keyphrases
- parameter estimation
- statistical models
- real time
- maximum likelihood
- model selection
- random fields
- least squares
- em algorithm
- markov random field
- model fitting
- parameter estimation algorithm
- prediction model
- parameter values
- expectation maximization
- maximum likelihood estimation
- parameter estimates
- posterior distribution
- autoregressive
- markov chain monte carlo
- moving average
- estimation problems
- markov fields
- artificial neural networks
- approximate inference
- parametric models
- higher order
- parameters estimation