An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems.
Benoit DavidGeorges BastinPublished in: Autom. (2001)
Keyphrases
- dynamical systems
- parameter estimation
- maximum likelihood
- maximum a posteriori
- em algorithm
- dynamic systems
- least squares
- statistical models
- approximate inference
- posterior distribution
- expectation maximization
- nonlinear dynamical systems
- random fields
- state space
- predictive state representations
- parameter estimates
- parameter estimation algorithm
- hyperparameters
- structure learning
- phase space
- estimation problems
- agent environment
- model fitting
- similarity measure
- learning algorithm
- machine learning