著者

藤本 健治 佐藤 彰記 福永 修一

出版者

The Society of Instrument and Control Engineers

雑誌

計測自動制御学会論文集 (ISSN:04534654)

巻号頁・発行日

vol.48, no.2, pp.102-108, 2012 (Released:2012-03-02)

参考文献数

9

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This paper proposes a parameter estimation method for state-space models based on the variational Bayes method. The proposed algorithm employs the prior and posterior distributions in the same form. This allows us to use it iteratively to obtain accurate estimation whereas the existing algorithms cannot be used iteratively. Furthermore a numerical example demonstrates the effectiveness of the proposed method.