A Markov Chain Monte Carlo Approach to Nonlinear Parametric System Identification.
Er-Wei BaiHideaki IshiiRoberto TempoPublished in: IEEE Trans. Autom. Control. (2015)
Keyphrases
- markov chain monte carlo
- parameter estimation
- markov chain
- generative model
- posterior distribution
- bayesian inference
- monte carlo
- markov chain monte carlo sampling
- approximate inference
- particle filter
- posterior probability
- particle filtering
- simulated annealing
- hidden markov models
- data association
- maximum a posteriori
- object tracking
- probability distribution