A martingale Kronecker lemma and parameter estimation for linear systems.
Robert J. ElliottJohn B. MoorePublished in: IEEE Trans. Autom. Control. (1998)
Keyphrases
- parameter estimation
- linear systems
- dynamical systems
- sufficient conditions
- maximum likelihood
- least squares
- model selection
- markov random field
- change detection
- em algorithm
- random fields
- sparse linear systems
- coefficient matrix
- expectation maximization
- parameter estimation algorithm
- image restoration
- interior point methods
- model fitting
- estimation problems
- real time
- artificial neural networks
- image sequences