States based iterative parameter estimation for a state space model with multi-state delays using decomposition.
Ya GuFeng DingJunhong LiPublished in: Signal Process. (2015)
Keyphrases
- parameter estimation
- state space model
- state vector
- state estimation
- maximum likelihood
- least squares
- markov random field
- model selection
- expectation maximization
- em algorithm
- random fields
- posterior distribution
- parameter estimation algorithm
- state space
- autoregressive
- kalman filter
- parameter estimates
- image processing
- machine learning