Sparse Bayesian Estimation of Parameters in Linear-Gaussian State-Space Models
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DOI: 10.1109/tsp.2023.3278867
Abstract: State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of data points related to the… read more here.
Keywords: state; state space; space; linear gaussian ... See more keywords