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Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise.
Ya Gu
Wei Dai
Quanmin Zhu
Hassan Nouri
Published in:
J. Comput. Appl. Math. (2023)
Keyphrases
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stochastic gradient
state space model
learning algorithm
moving average
autoregressive
cost function
stochastic gradient descent
similarity measure
kalman filter
nearest neighbor classifier
machine learning
video sequences
graphical models
expectation maximization
missing data