Maximum a Posteriori Estimation of Dynamically Changing Distributions

This paper presents a sequential state estimation method with arbitrary probabilistic models expressing the system’s belief. Probabilistic models can be estimated by Maximum a posteriori estimators (MAP), which fail, if the state is dynamic or the model contains hidden variables. The last typically requires iterative methods like expectation maximization (EM). The proposed approximative technique extends message passing algorithms in factor graphs to realize online state estimation despite of hidden parameters. In addition no conjugate priors or hyperparameter transition models have to be specified. For evaluation, we show the relation to EM and discuss the transition model in detail. Key words: state estimation, Bayesian filter, MAP, EM, factor graph, conjugate prior

• Type: Conference
• Year: 2009
• Where: KI
• Authors: Michael Volkhardt, Sören Kalesse, Steffen Müller, Horst-Michael Gross
• Keywords: Artificial Intelligence, KI 2009, Probabilistic Models, State Estimation, State Estimation Method