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Maximum a posteriori vs maximum probability recursive sparse estimation

Blackhall, Lachlan; Rotkowitz, Michael


Recursive sparse parameter estimates obtained using the author's recent maximum a posteriori (MAP) approach, where the sparse parameter estimates are determined as the a posteriori mode of a Gaussian sum filter, are compared with a new maximum probability (MP) methodology, where the sparse parameter estimates are determined as the component of a Gaussian sum filter with the highest a posteriori weighting. We show how the performance of the MP estimator approach to sparse parameter estimates, in...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Conference paper
Source: 2009 European Control Conference, ECC 2009


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