Maximum likelihood estimation via the extended covariance and combined square-root filters.

Maria V. Kulikova

Published in: Math. Comput. Simul. (2009)

Keyphrases

maximum likelihood estimation
square root
maximum likelihood
floating point
em algorithm
parameter estimation
expectation maximization
probability distribution
kalman filtering
probability density function
euclidean space
arrival rate
covariance matrix
density function
gaussian mixture model
riemannian manifolds