Recursive Identification Method for Piecewise ARX Models: A Sparse Estimation Approach.
Per MattssonDave ZachariahPetre StoicaPublished in: IEEE Trans. Signal Process. (2016)
Keyphrases
- statistical model
- prior knowledge
- linear model
- modeling method
- monte carlo simulation
- clustering method
- estimation accuracy
- maximum likelihood estimation
- parametric models
- linear regression
- detection method
- high accuracy
- pairwise
- similarity measure
- model selection
- parameter estimation
- data sets
- least squares
- high precision
- machine learning methods
- probabilistic model
- dynamic programming
- cost function
- estimation algorithm
- preprocessing
- linear models
- decision trees