Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments.
Christopher NemethPaul FearnheadLyudmila MihaylovaPublished in: IEEE Trans. Signal Process. (2014)
Keyphrases
- parameter estimation
- changing environment
- maximum likelihood
- random fields
- markov random field
- statistical models
- least squares
- em algorithm
- expectation maximization
- model selection
- estimation problems
- dynamic environments
- parameter estimation algorithm
- autonomous agents
- state space
- parameter estimates
- real time
- sequential monte carlo methods
- pairwise
- cooperative
- image processing