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