Covariance Matrices for Parameter Estimates of Constrained Parameter Estimation Problems.
Hans Georg BockEkaterina A. KostinaOlga KostyukovaPublished in: SIAM J. Matrix Anal. Appl. (2007)
Keyphrases
- parameter estimates
- estimation problems
- covariance matrices
- maximum likelihood
- parameter estimation
- em algorithm
- mixture model
- covariance matrix
- gaussian mixture model
- gaussian distribution
- maximum a posteriori
- expectation maximization
- dynamic model
- experimental data
- prior knowledge
- hyperparameters
- model selection
- distance measure