An EM Algorithm for Nonlinear State Estimation With Model Uncertainties.
Amin ZiaThiagalingam KirubarajanJames P. ReillyDerek YeeKumaradevan PunithakumarShahram ShiraniPublished in: IEEE Trans. Signal Process. (2008)
Keyphrases
- em algorithm
- parameter estimation
- expectation maximization
- state estimation
- gaussian mixture
- maximum likelihood
- maximum likelihood estimation
- probabilistic model
- mixture model
- gaussian mixture model
- statistical model
- probabilistic principal component analysis
- log likelihood
- kalman filter
- multiresolution
- hyperparameters
- image processing
- probability distribution
- prior knowledge
- expectation maximisation