Smoothing dynamic systems with state-dependent covariance matrices.
Aleksandr Y. AravkinJames V. BurkePublished in: CDC (2014)
Keyphrases
- dynamic systems
- state dependent
- covariance matrices
- covariance matrix
- steady state
- maximum likelihood
- complex systems
- gaussian mixture model
- optimal policy
- queueing networks
- vector space
- distance measure
- consistency based diagnosis
- gaussian distribution
- stationary distribution
- markov chain
- gaussian mixture
- arrival rate
- dynamical systems
- linear classifiers
- queue length
- single server
- asymptotically optimal
- particle filter
- feature vectors
- long run
- reinforcement learning
- high dimensional
- multi agent systems
- service times
- model based diagnosis
- cooperative
- sample size