Structure detection and parameter estimation for NARX models in a unified EM framework.
Tara BaldacchinoSean R. AndersonVisakan KadirkamanathanPublished in: Autom. (2012)
Keyphrases
- parameter estimation
- maximum likelihood
- statistical models
- expectation maximization
- em algorithm
- model selection
- least squares
- random fields
- probabilistic model
- model fitting
- markov random field
- estimation problems
- maximum likelihood estimation
- parameter estimates
- approximate inference
- parameter values
- posterior distribution
- stochastic logic programs
- parameter estimation algorithm
- bayesian framework
- parameter learning
- parameters estimation
- covariance matrices
- higher order
- maximum likelihood estimates
- bayesian model selection
- experimental data