Dynamic Expectation Maximization Algorithm for Estimation of Linear Systems with Colored Noise.
Ajith Anil MeeraMartijn WissePublished in: Entropy (2021)
Keyphrases
- expectation maximization
- linear systems
- k means
- np hard
- optimal solution
- em algorithm
- sufficient conditions
- learning algorithm
- maximum likelihood estimation
- optimization algorithm
- simulated annealing
- probabilistic model
- density estimation
- estimation algorithm
- neural network
- particle swarm optimization
- dynamic programming
- estimation error
- search space