Parameter Estimation of Hidden Diffusion Processes: Particle Filter vs. Modified Baum-Welch Algorithm
A. BenabdallahGünter RadonsPublished in: CoRR (2005)
Keyphrases
- parameter estimation
- expectation maximization
- particle filter
- em algorithm
- maximum likelihood
- kalman filter
- model selection
- estimation problems
- baum welch
- observation model
- hidden markov models
- least squares
- k means
- visual tracking
- similarity measure
- dynamic programming
- object tracking
- markov chain monte carlo
- diffusion processes
- search space
- particle filtering
- machine learning
- proposal distribution
- multiple sequence alignment
- likelihood function
- mobile robot
- probabilistic model