Poles residues descent algorithm for optimal frequency-limited ℋ2 model approximation.
Pierre VuilleminCharles Poussot-VassalDaniel AlazardPublished in: ECC (2014)
Keyphrases
- closed form
- probabilistic model
- dynamic programming
- algorithm employs
- theoretical analysis
- optimal solution
- cost function
- mathematical model
- selection algorithm
- recognition algorithm
- objective function
- preprocessing
- optimization model
- operating point
- learning algorithm
- worst case
- np hard
- parameter estimation
- approximation ratio
- globally optimal
- estimation algorithm
- approximation algorithms
- convergence rate
- bayesian framework
- pointwise
- em algorithm
- tree structure
- matching algorithm
- search space
- computational complexity
- optimal strategy
- optimization algorithm
- linear programming
- similarity measure
- linear approximation
- control policy
- weighting coefficients
- optimization method
- kalman filter
- classification algorithm
- energy function
- model selection
- expectation maximization
- input data
- hidden markov models
- decision trees