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