Parameter estimation for a bilinear time series model.
V. John MathewsTodd K. MoonPublished in: ICASSP (1991)
Keyphrases
- parameter estimation
- em algorithm
- parameter values
- least squares
- statistical models
- parameter estimation algorithm
- probabilistic model
- maximum likelihood estimation
- random fields
- experimental data
- model fitting
- similarity measure
- statistical model
- expectation maximization
- maximum likelihood
- approximate inference
- markov random field
- parameter estimates
- model selection
- posterior distribution
- prior knowledge
- decision theory
- gibbs sampling
- high dimensional