Adaptive overfitting lattice filter for parameter estimation of time-varying systems.
Weimin SunTakashi YahagiPublished in: Signal Process. (1992)
Keyphrases
- parameter estimation
- maximum likelihood
- em algorithm
- least squares
- model selection
- statistical models
- approximate inference
- markov random field
- expectation maximization
- model fitting
- parameter estimation algorithm
- posterior distribution
- random fields
- parameter values
- parameters estimation
- maximum likelihood estimation
- cross validation
- gibbs sampling