Continuous-time AR process parameter estimation in presence of additive white noise.
H. Howard FanTorsten SöderströmYuanjie ZouPublished in: IEEE Trans. Signal Process. (1999)
Keyphrases
- parameter estimation
- maximum likelihood
- least squares
- em algorithm
- model selection
- statistical models
- random fields
- markov random field
- parameter estimation algorithm
- approximate inference
- maximum likelihood estimation
- markov chain monte carlo
- gibbs sampling
- estimation problems
- parameter values
- augmented reality
- posterior distribution
- expectation maximization