Online algorithm for variance components estimation.
Xinggang ZhangXiaochun LuPublished in: Commun. Nonlinear Sci. Numer. Simul. (2021)
Keyphrases
- estimation algorithm
- experimental evaluation
- kalman filter
- matching algorithm
- preprocessing
- k means
- dynamic programming
- estimation accuracy
- search space
- np hard
- optimization algorithm
- objective function
- prediction error
- improved algorithm
- tree structure
- detection algorithm
- theoretical analysis
- computationally efficient
- em algorithm
- expectation maximization
- computational cost
- computational complexity
- clustering method
- maximum likelihood
- high accuracy
- convergence rate
- cost function
- similarity measure
- importance sampling