Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises.
Michael V. BasinJuan Jose MaldonadoO. ZendejoPublished in: Int. J. Gen. Syst. (2016)
Keyphrases
- parameter estimation
- linear systems
- maximum likelihood
- sufficient conditions
- least squares
- model selection
- parameter estimation algorithm
- markov random field
- em algorithm
- dynamical systems
- random fields
- sparse linear systems
- poisson distribution
- posterior distribution
- approximate inference
- expectation maximization
- estimation problems
- coefficient matrix
- gaussian distribution
- state space
- image processing
- markov fields
- neural network