Approximate MMSE Estimator for Linear Dynamic Systems with Gaussian Mixture Noise.
Leila PishdadFabrice LabeauPublished in: CoRR (2014)
Keyphrases
- dynamic systems
- gaussian mixture
- minimum mean squared error
- minimum mean square error
- signal to noise ratio
- noise variance
- closed form
- complex systems
- maximum a posteriori
- em algorithm
- mixtures of gaussians
- qualitative reasoning
- dynamical systems
- gaussian densities
- expectation maximization
- discrete event
- covariance matrix
- maximum likelihood
- density estimation
- probability density function
- consistency based diagnosis
- gaussian mixture model
- noise level
- mixture model
- continuous variables
- linear time invariant
- model based diagnosis
- regularization parameter
- recursive least squares
- qualitative models
- particle filter