A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering.
Bernard HanzonRaimund J. OberPublished in: SIAM J. Control. Optim. (2001)
Keyphrases
- probability density function
- state space
- density function
- density estimation
- kullback leibler divergence
- probability distribution
- dynamic programming
- mixture model
- kernel density estimation
- gaussian mixture
- expectation maximization
- generalized gaussian
- reinforcement learning
- gaussian mixture model
- bayesian formulation
- class conditional
- higher order statistics
- parzen window
- high dimensional data
- gaussian distribution
- em algorithm
- uncertain objects
- independent component analysis
- prior distribution
- bayesian framework
- statistical methods
- distance function
- unsupervised learning
- data streams
- computer vision