Combined state and parameter estimation and identifiability of state space realizations.
Ming-Jui YuDennis S. BernsteinPublished in: CDC (2016)
Keyphrases
- parameter estimation
- state space
- maximum likelihood
- least squares
- state variables
- markov random field
- model selection
- statistical models
- parameter estimation algorithm
- expectation maximization
- em algorithm
- dynamic programming
- model fitting
- random fields
- parameter values
- maximum likelihood estimation
- reinforcement learning
- approximate inference
- parameters estimation
- markov chain
- markov decision processes
- parameter estimates
- random variables
- estimation problems
- position estimation
- higher order