34 search results - page 1 / 7 » Estimating state-space models in innovations form using the ... |
CDC
2010
IEEE
12 years 11 months ago
2010
IEEE
The expectation maximisation (EM) algorithm has proven to be effective for a range of identification problems. Unfortunately, the way in which the EM algorithm has previously been ...
WCE
2007
13 years 5 months ago
2007
—The objective of this paper is to study how algorithms of optimization affect the parametersestimation of Autoregressive AR(1)Models. In our research we have represented the AR...
JMLR
2010
12 years 11 months ago
2010
Variational Bayesian (VB) methods are typically only applied to models in the conjugate-exponential family using the variational Bayesian expectation maximisation (VB EM) algorith...
NIPS
2003
13 years 5 months ago
2003
We exploit some useful properties of Gaussian process (GP) regression models for reinforcement learning in continuous state spaces and discrete time. We demonstrate how the GP mod...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...