On The Performance of Gaussian Mixture Estimation Techniques for Dicrete-Time Jump Markov Linear Systems.
Robert J. ElliottFrançois DufourW. Paul MalcolmPublished in: CDC (2006)
Keyphrases
- linear systems
- gaussian mixture
- probability density
- density estimation
- sufficient conditions
- markov chain
- dynamical systems
- em algorithm
- gaussian mixture model
- expectation maximization
- mixtures of gaussians
- closed form
- probability density function
- covariance matrix
- sparse linear systems
- mixture model
- gaussian density
- coefficient matrix
- parameter estimation
- training data