Proof of Local Convergence of a New Algorithm for Covariance Matching of Periodic ARMA Models.
Bin ZhuGiorgio PicciPublished in: IEEE Control. Syst. Lett. (2017)
Keyphrases
- matching algorithm
- high accuracy
- computational complexity
- convergence property
- probabilistic model
- learning algorithm
- search space
- np hard
- matching process
- detection algorithm
- simulated annealing
- iterative algorithms
- bayesian networks
- cost function
- dynamic programming
- significant improvement
- worst case
- linear programming
- markov chain
- string matching
- preprocessing
- approximate matching
- parametric models
- monte carlo simulation
- rapid convergence
- convergence rate
- image set
- em algorithm
- expectation maximization
- k means
- evolutionary algorithm
- pairwise
- similarity measure