The Kalman-Bucy filter accuracy in the guaranteed parameter estimation problem with uncertain statistics.

Alexander I. Matasov

Published in: IEEE Trans. Autom. Control. (1994)

Keyphrases

parameter estimation
least squares
markov random field
parameter estimates
maximum likelihood
model selection

random fields
em algorithm
statistical models
parameter estimation algorithm
expectation maximization
posterior distribution

parameter values
approximate inference
maximum likelihood estimation
parameters estimation
filtering algorithm
machine learning

model fitting
kalman filtering
position estimation
image sequences
estimation problems