Data-driven parameter estimation in stochastic dynamic neural fields by state-space approach and continuous-discrete extended Kalman filtering.
Maria V. KulikovaGennady Yu. KulikovPublished in: Digit. Signal Process. (2023)
Keyphrases
- parameter estimation
- kalman filtering
- stochastic dynamic
- data driven
- state space
- continuous state spaces
- kalman filter
- maximum likelihood
- particle filter
- least squares
- video tracking
- action space
- model selection
- reinforcement learning
- em algorithm
- markov random field
- state estimation
- particle filtering
- expectation maximization
- random fields
- dynamic programming
- parameter estimation algorithm
- multi frame
- estimation problems
- similarity measure
- learning algorithm
- object tracking
- high dimensional
- high quality