Kalman-filter-based time-varying parameter estimation via retrospective optimization of the process noise covariance.
Frantisek M. SobolicDennis S. BernsteinPublished in: ACC (2016)
Keyphrases
- parameter estimation
- least squares
- maximum likelihood
- noise reduction
- random fields
- model selection
- statistical models
- markov random field
- parameter estimation algorithm
- parameter values
- maximum likelihood estimation
- estimation problems
- em algorithm
- model fitting
- kalman filter
- machine learning
- posterior distribution
- parameter estimates
- parameters estimation