Riccati Equation and EM Algorithm Convergence for Inertial Navigation Alignment.
Garry A. EinickeJohn T. MalosDavid C. ReidDavid W. HainsworthPublished in: IEEE Trans. Signal Process. (2009)
Keyphrases
- em algorithm
- inertial navigation
- expectation maximization
- mixture model
- maximum likelihood
- maximum likelihood estimation
- differential equations
- parameter estimation
- gaussian mixture model
- likelihood function
- incomplete data
- gaussian mixture
- log likelihood function
- log likelihood
- generative model
- convergence rate
- maximum a posteriori
- mixture modeling
- hidden variables
- likelihood maximization
- finite mixture models
- mixture distribution
- finite mixture model
- expectation maximisation
- image segmentation
- probability density function
- multiple sequence alignment
- probabilistic model
- penalized likelihood
- multiscale