Distributed and Recursive Parameter Estimation in Parametrized Linear State-Space Models
S. Sundhar RamVenugopal V. VeeravalliAngelia NedicPublished in: CoRR (2008)
Keyphrases
- parameter estimation
- statistical models
- model selection
- state space
- least squares
- random fields
- maximum likelihood
- markov random field
- estimation problems
- model fitting
- parameter values
- approximate inference
- parameter estimation algorithm
- maximum likelihood estimation
- em algorithm
- expectation maximization
- parameters estimation
- parameter estimates
- machine learning
- stochastic logic programs
- markov chain monte carlo
- probabilistic model
- hidden markov models