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Linear Time-Varying Parameter Estimation: Maximum A Posteriori Approach via Semidefinite ProgrammingVakili, S. (author), Khosravi, M. (author), Mohajerin Esfahani, P. (author), Mazo, M. (author)We study the problem of identifying a linear time-varying output map from measurements and linear time-varying system states, which are perturbed with Gaussian observation noise and process uncertainty, respectively. Employing a stochastic model as prior knowledge for the parameters of the unknown output map, we reconstruct their estimates...journal article 2024