Parameter continuity in time-varying Gauss-Markov models for learning from small training data sets

DOI10.1016/j.ins.2022.02.037OpenAlexW4213421716WikidataQ114167384 ScholiaQ114167384MaRDI QIDQ6118663

Václav Hlaváč, Martin Ron, Pavel Burget

Publication date: 28 February 2024

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2022.02.037

zbMATH Keywords

consistencyKalman filterGauss-Markov processEM optimizationLTV dynamic models

Mathematics Subject Classification ID

Computer science (68-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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