Persistent Excitation is Unnecessary for On-line Exponential Parameter Estimation: A New Algorithm that Overcomes this Obstacle.
Marina KorotinaJosé Guadalupe RomeroStanislav AranovskiyAlexey A. BobtsovRomeo OrtegaPublished in: CoRR (2021)
Keyphrases
- parameter estimation
- expectation maximization
- em algorithm
- least squares
- maximum likelihood
- parameter estimation algorithm
- maximum likelihood estimation
- dynamic programming
- generative model
- markov random field
- pairwise
- energy function
- posterior distribution
- constrained optimization
- estimation algorithm
- model fitting
- gibbs sampling
- estimation problems