Approximate MMSE Estimator for Linear Dynamic Systems With Gaussian Mixture Noise.

Leila Pishdad Fabrice Labeau

Published in: IEEE Trans. Autom. Control. (2017)

Keyphrases

dynamic systems
gaussian mixture
minimum mean squared error
minimum mean square error
signal to noise ratio
closed form
maximum a posteriori
noise variance

em algorithm
complex systems
expectation maximization
qualitative reasoning
mixtures of gaussians
dynamical systems
discrete event
gaussian densities

consistency based diagnosis
gaussian mixture model
covariance matrix
mixture model
probability density function
noise level
maximum likelihood
model based diagnosis

density estimation
regularization parameter
recursive least squares
continuous variables
particle filter
data streams
image segmentation
computer vision