Recursive maximum likelihood parameter estimation for state space systems using polynomial chaos theory.
Benjamin L. PenceHosam K. FathyJeffrey L. SteinPublished in: Autom. (2011)
Keyphrases
- parameter estimation
- maximum likelihood
- chaos theory
- state space
- em algorithm
- expectation maximization
- parameter estimation algorithm
- random fields
- approximate inference
- markov random field
- model selection
- likelihood function
- synthetic aperture radar
- maximum likelihood estimation
- parameter learning
- statistical models
- gaussian distribution
- parameters estimation
- posterior distribution
- estimation problems
- model fitting
- covariance matrices
- three dimensional
- bayesian networks
- structure learning
- computer vision
- reinforcement learning
- hidden markov models