A Block Coordinate Descent Proximal Method for Simultaneous Filtering and Parameter EstimationDownload PDFOpen Website

Ramin Raziperchikolaei, Harish S. Bhat

2019 (modified: 11 Nov 2022)ICML 2019Readers: Everyone
Abstract: We propose and analyze a block coordinate descent proximal algorithm (BCD-prox) for simultaneous filtering and parameter estimation of ODE models. As we show on ODE systems with up to d=40 dimensio...
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