Constrained expectation maximisation algorithm for estimating ARMA models in state space representation.
Andreas GalkaSidratul MoontahaMichael SiniatchkinPublished in: EURASIP J. Adv. Signal Process. (2020)
Keyphrases
- np hard
- probabilistic model
- search space
- high accuracy
- optimal solution
- computational cost
- detection algorithm
- dynamic programming
- expectation maximization
- state space
- experimental evaluation
- preprocessing
- computational complexity
- times faster
- em algorithm
- expectation maximisation
- segmentation algorithm
- learning algorithm
- cost function
- genetic algorithm
- least squares
- model selection
- k means
- matching algorithm
- objective function
- sar images
- monte carlo simulation
- autoregressive
- state variables
- learned models