An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models.
Quan Min ZhuDingli YuDong-Ya ZhaoPublished in: Int. J. Syst. Sci. (2017)
Keyphrases
- parameter estimation
- kalman filter
- expectation maximization
- em algorithm
- model selection
- maximum likelihood
- kalman filtering
- random fields
- model fitting
- parameter estimation algorithm
- probabilistic model
- target tracking
- dynamic programming
- least squares
- markov random field
- update equations
- search space
- markov chain monte carlo
- parameter estimates
- closed form
- particle filter
- approximate inference
- parametric models
- higher order
- optimal solution
- extended kalman filter
- estimation problems
- state space model
- bayesian networks
- image processing