Simultaneous State and Parameter Estimation Using Maximum Relative Entropy with Nonhomogenous Differential Equation Constraints.
Adom GiffinRenaldas UrnieziusPublished in: Entropy (2014)
Keyphrases
- parameter estimation
- differential equations
- relative entropy
- maximum likelihood
- model selection
- em algorithm
- least squares
- statistical models
- markov random field
- expectation maximization
- log likelihood
- random fields
- information theory
- posterior distribution
- approximate inference
- dynamical systems
- information theoretic
- maximum likelihood estimation
- mutual information
- pairwise
- bregman divergences
- markov chain monte carlo
- optical flow
- covariance matrix
- multiscale
- state space
- natural images