A stochastic subspace system identification algorithm for state-space systems in the general 2-D Roesser model form.
José A. RamosGuillaume MercèrePublished in: Int. J. Control (2018)
Keyphrases
- probabilistic model
- mathematical model
- recognition algorithm
- cost function
- theoretical analysis
- detection algorithm
- objective function
- model free
- bayesian framework
- kalman filter
- dynamic programming
- search space
- input data
- special case
- computational complexity
- learning algorithm
- classification algorithm
- parameter estimation
- computationally tractable
- management system
- state space
- em algorithm
- tree structure
- state variables
- stochastic model
- probability distribution
- similarity measure
- k means
- monte carlo
- estimation algorithm
- selection algorithm
- high dimensional
- neural network
- optimal solution
- search algorithm
- feature space
- markov decision processes
- matching algorithm
- low dimensional
- energy function
- expectation maximization
- simulated annealing