Robust ℋ℞ filtering for linear discrete-time state-space models with uncertain time-varying parameters.
Karina A. BarbosaAlexandre TrofinoCarlos E. de SouzaPublished in: ICASSP (2002)
Keyphrases
- state space
- nonlinear regression
- linear model
- parameter tuning
- parameter estimation
- decision making
- nonlinear models
- parametric models
- autoregressive
- heuristic search
- maximum likelihood
- dynamical systems
- probabilistic model
- linear models
- free parameters
- machine learning
- monte carlo
- linear regression
- em algorithm
- markov chain
- reinforcement learning
- analytical models