Fast stable parameter estimation for linear dynamical systems.
Michelle CareyJames O. RamsayPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- parameter estimation
- linear dynamical systems
- dynamical systems
- maximum likelihood
- model selection
- least squares
- em algorithm
- markov random field
- hidden markov models
- real valued
- expectation maximization
- parameter estimation algorithm
- posterior distribution
- parameter estimates
- random variables
- spatio temporal
- human motion
- probabilistic model
- feature space
- image processing