The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model.
Qinyao LiuFeng DingPublished in: Multidimens. Syst. Signal Process. (2018)
Keyphrases
- parameter estimation
- autoregressive
- random fields
- stochastic gradient
- parameter estimates
- em algorithm
- least squares
- maximum likelihood
- model selection
- autoregressive moving average
- prior knowledge
- probabilistic model
- data points
- expectation maximization
- markov chain monte carlo
- probability distribution
- similarity measure
- data mining
- particle filter
- missing data
- closed form
- super resolution
- posterior distribution
- wavelet transform
- bayesian networks
- learning algorithm