Analytic MMSE Bounds in Linear Dynamic Systems with Gaussian Mixture Noise Statistics.
Leila PishdadFabrice LabeauPublished in: CoRR (2015)
Keyphrases
- dynamic systems
- gaussian mixture
- closed form
- minimum mean square error
- complex systems
- mixtures of gaussians
- discrete event
- qualitative reasoning
- consistency based diagnosis
- gaussian mixture model
- em algorithm
- minimum mean squared error
- covariance matrix
- expectation maximization
- upper bound
- continuous variables
- gaussian densities
- dynamical systems
- lower bound
- probability density function
- mixture model
- signal to noise ratio
- worst case
- model based diagnosis
- particle filter
- noise level
- density estimation
- qualitative models
- linear time invariant
- machine learning
- unsupervised learning
- model selection
- natural images
- clustering algorithm