Robust identification of linear ARX models with recursive EM algorithm based on Student's t-distribution.
Xin ChenShunyi ZhaoFei LiuPublished in: J. Frankl. Inst. (2021)
Keyphrases
- em algorithm
- expectation maximization
- parameter estimation
- mixture model
- probabilistic principal component analysis
- gaussian mixture model
- maximum likelihood
- incomplete data
- generative model
- finite mixture model
- hidden variables
- mixture distribution
- maximum likelihood estimation
- probabilistic model
- probability density function
- expectation maximisation
- model selection
- hyperparameters
- likelihood function
- gaussian distribution
- gaussian model
- gaussian mixture
- autoregressive
- log likelihood
- mixture components
- k means
- penalized likelihood
- maximum a posteriori
- parameter learning
- linear models
- bayesian framework