An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization.
Bradley M. BellJames V. BurkeGianluigi PillonettoPublished in: Autom. (2009)
Keyphrases
- interior point
- complementarity problems
- linear programming
- likelihood maximization
- interior point methods
- em algorithm
- primal dual
- linear systems
- expectation maximization
- linear program
- convex optimization
- semidefinite programming
- semidefinite
- nonnegative matrix factorization
- linear programming problems
- feature selection
- sufficient conditions
- learning algorithm
- quadratic programming
- maximum likelihood
- np hard
- pairwise