Sequential Maximal Updated Density Parameter Estimation for Dynamical Systems with Parameter Drift.
Carlos del-Castillo-NegreteRylan SpenceTroy ButlerClint DawsonPublished in: CoRR (2024)
Keyphrases
- parameter estimation
- dynamical systems
- parameter values
- parameters estimation
- parameter estimates
- maximum likelihood
- least squares
- statistical models
- differential equations
- em algorithm
- model selection
- dynamic systems
- nonlinear dynamical systems
- markov random field
- parameter estimation algorithm
- approximate inference
- expectation maximization
- random fields
- state space
- maximum likelihood estimates
- phase space
- structure learning
- partially observable markov decision processes
- agent environment
- machine learning
- dynamic programming
- learning algorithm
- predictive state representations