Maximum likelihood principle and I-divergence: continuous time observations.
Jirí MichálekPublished in: Kybernetika (1998)
Keyphrases
- maximum likelihood
- likelihood function
- markov chain
- em algorithm
- markov processes
- expectation maximization
- parameter estimation
- maximum a posteriori
- dynamical systems
- gaussian distribution
- maximum likelihood estimation
- additive noise
- log likelihood
- state space
- synthetic aperture radar
- cross entropy
- kullback leibler
- knowledge base
- gaussian mixture model
- model selection
- reinforcement learning