Several structure pool based identification algorithms for ARX models: order and parameter estimation.
Jianwei LuPublished in: Int. J. Model. Identif. Control. (2020)
Keyphrases
- parameter estimation
- statistical models
- estimation problems
- model selection
- random fields
- markov chain monte carlo
- em algorithm
- least squares
- maximum likelihood
- markov random field
- parameter estimation algorithm
- model fitting
- expectation maximization
- parameter values
- posterior distribution
- probabilistic model
- gibbs sampling
- parameter estimates
- maximum likelihood estimates
- parameters estimation
- similarity measure
- autoregressive
- graphical models
- linear models
- hidden markov models
- position estimation
- prior knowledge