An algorithm for non-parametric estimation in state-space models.
Thi Tuyet Trang ChauPierre AilliotValérie MonbetPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- learning algorithm
- parametric models
- dynamic programming
- state space
- preprocessing
- detection algorithm
- recognition algorithm
- estimation algorithm
- segmentation algorithm
- parameter estimation
- optimization algorithm
- high accuracy
- matching algorithm
- experimental evaluation
- np hard
- k means
- search space
- monte carlo simulation
- monte carlo
- computationally efficient
- expectation maximization
- worst case
- computational cost
- computational complexity
- neural network
- model selection
- heuristic search
- kalman filter
- convergence rate
- least squares
- artificial neural networks
- estimation accuracy
- kernel density estimation
- multiple models