Parameter Estimation in Non-Linear State-Space Models by Automatic Differentiation of Non-Linear Kalman Filters.
Ajinkya GoradZheng ZhaoSimo SärkkäPublished in: MLSP (2020)
Keyphrases
- parameter estimation
- kalman filter
- model selection
- statistical models
- state space
- maximum likelihood
- least squares
- random fields
- model fitting
- markov random field
- estimation problems
- em algorithm
- parameter estimates
- approximate inference
- parameter estimation algorithm
- kalman filtering
- probabilistic model
- posterior distribution
- expectation maximization
- experimental data
- object tracking
- dynamic programming