Kullback-Leibler divergence for interacting multiple model estimation with random matrices.
Wenling LiYingmin JiaPublished in: IET Signal Process. (2016)
Keyphrases
- kullback leibler divergence
- mutual information
- information theoretic
- information theory
- estimation algorithm
- probability density function
- distance measure
- interacting multiple model
- density estimation
- probability density
- diffusion tensor
- marginal distributions
- image analysis
- low dimensional
- particle filter
- parameter estimation