Estimation of State-Space Models with Gaussian Mixture Process Noise.

Sina Miran Jonathan Z. Simon Michael C. Fu Steven I. Marcus Behtash Babadi

Published in: DSW (2019)

Keyphrases

gaussian mixture
state space
parameter estimation
reinforcement learning
probability density
gaussian mixture model
object recognition
particle filter
em algorithm
machine learning algorithms
covariance matrix
density estimation
mixtures of gaussians