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Maximum Likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution
ArticleAbstract: In this paper a Maximum Likelihood estimation algorithm for a linear dynamic system driven by an exoPalabras claves:Expectation–Maximization, Gaussian mixture noise distribution, Maximum likelihood, Non-minimum-phase transfer functionAutores:Bittner G., Carvajal R., Juan C. Agüero, Orellana R.Fuentes:scopusMaximum Likelihood identification for Linear Dynamic Systems with finite Gaussian mixture noise distribution
Conference ObjectAbstract: This paper considers the identification of a linear dynamic system driven by a non-Gaussian noise diPalabras claves:Gaussian Mixture Model, Linear Dynamical Systems, Maximum likelihood, Non-Gaussian Noise DistributionAutores:Bittner G., Carvajal R., Juan C. Agüero, Orellana R.Fuentes:scopus