Joint state and parameter estimation for stationary ARMA model with unknown noise model

Engineering

• Assuming 20%
• Control System 20%
• EM Algorithm 20%
• Filtering Algorithm 20%
• Gaussian Mixture Model 20%
• Joints (Structural Components) 100%
• Moving Average 100%
• Parameter Estimation 100%
• Particle Filter 40%
• Posterior Probability 20%
• Probability Function 20%
• Research Subject 20%
• Simulation Result 20%
• State Estimation 20%

Mathematics

• Autoregressive Moving Average Model 100%
• Gaussian Mixture Model 25%
• Moving Average Process 50%
• Probability Function 25%
• Sense Stationary 25%
• Wide Sense 75%

Computer Science

• Research Subject 20%