Performance of the stochastic MV-PURE estimator with explicit modeling of uncertainty.

Tomasz Piotrowski Isao Yamada

Published in: ICASSP (2012)

Keyphrases

stochastic nature
stochastic models
least squares
learning automata
stochastic simulation
monte carlo
importance sampling
stochastic optimization
expectation maximization
sample size
uncertain data
decision theory
modeling method
probability theory
maximum likelihood
inherent uncertainty
probabilistic model