Estimation of noise covariance matrices for a linear time-varying stochastic process.
Pierre R. BélangerPublished in: Autom. (1974)
Keyphrases
- stochastic process
- covariance matrices
- covariance matrix
- stochastic processes
- maximum likelihood
- markov chain
- stochastic model
- vector space
- gaussian mixture model
- distance measure
- gaussian distribution
- parameter estimation
- noise level
- gaussian mixture
- feature vectors
- linear classifiers
- diffusion process
- probability density function
- density estimation
- image processing
- objective function
- image sequences