DocumentCode
3541373
Title
Joint state and parameter estimation for Boolean dynamical systems
Author
Braga-Neto, Ulisses
Author_Institution
Dept. of Electr. & Comput. Eng., Texas A&M Univ., College Station, TX, USA
fYear
2012
fDate
5-8 Aug. 2012
Firstpage
704
Lastpage
707
Abstract
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.
Keywords
Boolean functions; Kalman filters; digital filters; discrete time filters; inference mechanisms; least mean squares methods; parameter estimation; state estimation; Boolean Kalman filter; discrete-time Boolean dynamical systems; joint state-parameter estimation; network inference; optimal recursive MMSE estimator; state-space signal model; Computational modeling; Estimation; Joints; Kalman filters; Noise; Parameter estimation; Vectors; Boolean Dynamical Systems; Boolean Network Inference; Optimal State Estimation; System Identification;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal Processing Workshop (SSP), 2012 IEEE
Conference_Location
Ann Arbor, MI
ISSN
pending
Print_ISBN
978-1-4673-0182-4
Electronic_ISBN
pending
Type
conf
DOI
10.1109/SSP.2012.6319800
Filename
6319800
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