JOINT STATE AND PARAMETER ESTIMATION FOR BOOLEAN DYNAMICAL SYSTEMS

被引:0
作者
Braga-Neto, Ulisses [1 ]
机构
[1] Texas A&M Univ, Dept Elect & Comp Engn, College Stn, TX 77843 USA
来源
2012 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP (SSP) | 2012年
关键词
Boolean Dynamical Systems; Optimal State Estimation; System Identification; Boolean Network Inference;
D O I
暂无
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
In a recent publication, a novel state-space signal model was proposed for discrete-time Boolean dynamical systems. The optimal recursive MMSE estimator for this model is called the Boolean Kalman filter (BKF), and an efficient algorithm was presented for its exact computation. In the present paper, we consider the system identification problem, i.e., the problem of parameter estimation for the case where only incomplete knowledge about the system is available. To solve this problem, we propose the application of the BKF in the context of the well-known paradigm of joint estimation of state and parameters. The approach is illustrated via a network inference example.
引用
收藏
页码:704 / 707
页数:4
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