A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems.
Maria V. KulikovaJulia TsyganovaPublished in: Math. Comput. Simul. (2016)
Keyphrases
- square root
- dynamic systems
- fisher information
- euclidean space
- probability density function
- riemannian metric
- complex systems
- dynamical systems
- floating point
- kalman filtering
- shape analysis
- positive definite
- riemannian manifolds
- euclidean distance
- metric space
- probability distribution
- vector space
- arrival rate
- low dimensional
- geodesic distance
- bayesian framework
- gaussian mixture model
- data points
- mixture model
- statistical methods
- dynamic programming
- closed form
- em algorithm
- expectation maximization
- particle filter
- probabilistic model