An EM Algorithm for Lebesgue-sampled State-space Continuous-time System Identification.
Rodrigo A. GonzálezAngel L. CedeñoMaría CoronelJuan C. AgüeroCristian R. RojasPublished in: CoRR (2023)
Keyphrases
- em algorithm
- state space
- expectation maximization
- markov chain
- mixture model
- maximum likelihood
- dynamical systems
- parameter estimation
- likelihood function
- generative model
- maximum likelihood estimation
- gaussian mixture model
- dynamic programming
- reinforcement learning
- particle filter
- incomplete data
- hidden variables
- likelihood maximization
- expectation maximisation
- log likelihood
- density estimation
- gaussian mixture
- unsupervised learning
- search space
- model based clustering
- probability density function
- gibbs sampling
- image segmentation
- finite mixtures
- mixture modeling
- mixture distribution
- probabilistic model
- probability distribution
- maximum a posteriori
- hidden markov models