Joint state and parameter estimation for hidden wide-sense stationary ARMA processes under unknown noise.
Shuhui LiXiaoxue FengFeng PanPublished in: FUSION (2017)
Keyphrases
- parameter estimation
- maximum likelihood
- least squares
- parameter estimation algorithm
- model selection
- markov random field
- em algorithm
- parameter values
- model fitting
- expectation maximization
- markov fields
- maximum likelihood estimation
- statistical models
- posterior distribution
- random fields
- approximate inference
- state space
- non stationary
- synthetic aperture radar
- position estimation
- estimation problems
- hidden markov models
- parameters estimation
- parameter estimates
- state estimation
- machine learning
- particle filter