A Gaussian Mixture Smoother for Markovian Jump Linear Systems with Non-Gaussian Noises.
Yanbo YangYuemei QinYanting YangQuan PanZhi LiPublished in: FUSION (2018)
Keyphrases
- gaussian mixture
- linear systems
- sufficient conditions
- dynamical systems
- closed form
- expectation maximization
- mixtures of gaussians
- gaussian mixture model
- em algorithm
- gaussian distribution
- probability density function
- covariance matrix
- sparse linear systems
- density estimation
- gaussian density
- mixture model
- high dimensional data
- coefficient matrix
- feature selection
- maximum likelihood
- high dimensional
- objective function
- neural network
- particle swarm optimization
- training data
- gaussian densities