Maximum likelihood and lower bounds in system identification with non-Gaussian inputs.
Ofir ShalviEhud WeinsteinPublished in: IEEE Trans. Inf. Theory (1994)
Keyphrases
- maximum likelihood
- lower bound
- gaussian distribution
- upper bound
- input output
- branch and bound algorithm
- parameter estimation
- non stationary
- em algorithm
- expectation maximization
- continuous valued
- optimal solution
- branch and bound
- gaussian mixture model
- objective function
- likelihood function
- worst case
- lower and upper bounds
- upper and lower bounds
- independent component analysis
- input data
- recurrent neural networks
- np hard
- factor analysis
- vc dimension
- blind source separation
- linear programming relaxation
- online algorithms
- heavy tailed
- high dimensional data