Time-varying parameter estimation under stochastic perturbations using LSM.
Jesica EscobarPublished in: IMA J. Math. Control. Inf. (2012)
Keyphrases
- parameter estimation
- least squares
- maximum likelihood
- statistical models
- markov random field
- em algorithm
- model selection
- parameter estimation algorithm
- random fields
- approximate inference
- maximum likelihood estimation
- model fitting
- parameter values
- expectation maximization
- higher order
- posterior distribution
- structure learning
- gibbs sampling
- position estimation
- parameters estimation
- parameter estimates
- pairwise