Joint state filtering and parameter estimation for linear stochastic time-delay systems.
Michael V. BasinPeng ShiDarío Calderon-AlvarezPublished in: Signal Process. (2011)
Keyphrases
- parameter estimation
- maximum likelihood
- least squares
- markov random field
- model selection
- statistical models
- parameter estimation algorithm
- em algorithm
- parameter values
- random fields
- approximate inference
- posterior distribution
- parameters estimation
- state space
- structure learning
- markov chain
- logic programming
- hidden markov models
- maximum likelihood estimation
- model fitting
- gibbs sampling
- machine learning