Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems.
W. van DijkWouter HakvoortBojana V. RosicPublished in: J. Comput. Phys. (2024)
Keyphrases
- parameter estimation
- nonlinear dynamical systems
- maximum likelihood
- least squares
- markov chain monte carlo
- markov random field
- model selection
- em algorithm
- random fields
- expectation maximization
- parameter estimation algorithm
- parameter values
- approximate inference
- dynamical systems
- posterior distribution
- estimation problems
- state space
- model fitting
- sample size
- image denoising
- dynamical behavior
- computer vision