A QR-type algorithm for fitting the delta AR model to autocorrelation windowed data.
Christopher J. ZarowskiPublished in: IEEE Trans. Signal Process. (1993)
Keyphrases
- input data
- theoretical analysis
- data sets
- probabilistic model
- data samples
- prior information
- experimental data
- prior knowledge
- cost function
- model fitting
- parameter estimation
- estimation algorithm
- classification algorithm
- mathematical model
- energy function
- training data
- recognition algorithm
- noisy data
- data structure
- search space
- k means
- computational complexity
- preprocessing
- em algorithm
- objective function
- data analysis
- kalman filter
- probability distribution
- detection algorithm
- similarity measure
- learned models
- expectation maximization
- qr decomposition
- parametric models
- curve fitting
- statistical methods
- bayesian framework
- tree structure
- data sources
- database
- higher order
- spectral clustering
- least squares
- data points
- data mining
- fitting method