A cyclic algorithm for maximum likelihood estimation using Schur complement.

Assi N'Guessan Issa Cherif Geraldo

Published in: Numer. Linear Algebra Appl. (2015)

Keyphrases

maximum likelihood estimation
expectation maximization
parameter estimation
detection algorithm
objective function
k means
dynamic programming
linear programming
em algorithm
similarity measure
nearest neighbor
kalman filter
maximum a posteriori