Parameter estimation of delay dynamical system from a scalar time series under external noise.
Dibakar GhoshA. Roy ChowdhuryPublished in: Appl. Math. Comput. (2010)
Keyphrases
- parameter estimation
- dynamical systems
- phase space
- maximum likelihood
- least squares
- model selection
- random fields
- statistical models
- differential equations
- dynamic systems
- parameter estimation algorithm
- nonlinear dynamical systems
- expectation maximization
- markov random field
- dynamical behavior
- em algorithm
- state space
- structure learning
- approximate inference
- parameter estimates
- neural network
- feature selection
- linear dynamical systems
- nonlinear dynamics
- image segmentation
- vector valued
- probabilistic model
- graphical models
- non stationary