Analytic Minimum Mean-Square Error Bounds in Linear Dynamic Systems With Gaussian Mixture Noise Statistics.
Leila PishdadFabrice LabeauPublished in: IEEE Access (2020)
Keyphrases
- dynamic systems
- minimum mean square error
- gaussian mixture
- signal to noise ratio
- closed form
- recursive algorithm
- complex systems
- minimum mean squared error
- gaussian densities
- em algorithm
- denoising algorithm
- upper bound
- expectation maximization
- gaussian mixture model
- density estimation
- probability density function
- noise reduction
- covariance matrix
- dynamical systems
- mixture model
- particle filter
- denoising
- machine learning methods
- worst case
- lower bound
- multi agent systems
- gaussian noise
- hypothesis testing
- wavelet transform