Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises.
Michael V. BasinJuan Jose MaldonadoPublished in: Inf. Sci. (2012)
Keyphrases
- parameter estimation
- linear systems
- sufficient conditions
- maximum likelihood
- least squares
- model selection
- markov random field
- parameter estimation algorithm
- random fields
- em algorithm
- expectation maximization
- dynamical systems
- bayesian model selection
- optimal solution
- closed form
- model fitting
- estimation problems
- parameter estimates
- coefficient matrix
- state space