Distributed and Recursive Parameter Estimation in Parametrized Linear State-Space Models.
S. Sundhar RamVenugopal V. VeeravalliAngelia NedicPublished in: IEEE Trans. Autom. Control. (2010)
Keyphrases
- parameter estimation
- statistical models
- model selection
- maximum likelihood
- state space
- random fields
- least squares
- model fitting
- markov random field
- em algorithm
- expectation maximization
- approximate inference
- parameter estimation algorithm
- maximum likelihood estimation
- parameter values
- estimation problems
- parameters estimation
- parameter estimates
- gibbs sampling
- posterior distribution
- structure learning
- experimental data
- three dimensional
- data mining
- markov chain monte carlo
- machine learning
- reinforcement learning
- prior knowledge
- probabilistic model
- closed form
- dynamical systems
- particle filter