Maximum Likelihood Estimation of Transition Probabilities of Jump Markov Linear Systems.
Umut OrgunerMübeccel DemireklerPublished in: IEEE Trans. Signal Process. (2008)
Keyphrases
- maximum likelihood estimation
- linear systems
- markov chain
- transition probabilities
- markov model
- sufficient conditions
- maximum likelihood
- em algorithm
- dynamical systems
- parameter estimation
- state space
- random walk
- markov models
- probability distribution
- sparse linear systems
- expectation maximization
- density function
- pid controller
- probability density function
- maximum a posteriori
- statistical model
- generative model
- particle swarm optimization
- machine learning