3 search results - page 1 / 1 » Expectation Correction for Smoothed Inference in Switching L... |
JMLR
2006
13 years 4 months ago
2006
We introduce a method for approximate smoothed inference in a class of switching linear dynamical systems, based on a novel form of Gaussian Sum smoother. This class includes the ...
TSP
2011
12 years 11 months ago
2011
—Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switc...
NIPS
1998
13 years 5 months ago
1998
The Expectation Maximization EM algorithm is an iterative procedure for maximum likelihood parameter estimation from data sets with missing or hidden variables 2 . It has been app...