Cramer-Rao bounds for continuous-time AR parameter estimation with irregular sampling.
Erik K. LarssonErik G. LarssonPublished in: ICASSP (2001)
Keyphrases
- parameter estimation
- cramer rao
- parameter estimates
- lower bound
- noise level
- markov chain monte carlo
- fisher information
- maximum likelihood
- markov random field
- least squares
- model selection
- em algorithm
- statistical models
- posterior distribution
- parameter estimation algorithm
- expectation maximization
- markov chain
- approximate inference
- experimental data
- random sampling
- upper bound
- noise reduction
- dynamic model
- random fields
- noisy images
- computer vision
- generative model
- pairwise
- high dimensional
- estimation error
- maximum a posteriori
- closed form
- data mining
- sample size