Expectation correction for smoothed inference in switching linear dynamical systems

Journal of Machine Learning Research

Volumn 7, Issue , 2006, Pages 2515-2540

  Barber, David ^a  

^a IDIAP RESEARCH INSTITUTE   (Switzerland)

Author keywords

Expectation correction; Expectation propagation; Gaussian sum smoother; Switching Kalman filter; Switching linear dynamical system

Indexed keywords

APPROXIMATION THEORY; GAUSSIAN NOISE (ELECTRONIC); MATHEMATICAL MODELS; SIGNAL FILTERING AND PREDICTION;

EXPECTATION CORRECTION; EXPECTATION PROPAGATION; LINEAR DYNAMICS; SWITCH TRANSITIONS; SWITCHING LINEAR DYNAMICAL SYSTEM;

DYNAMICS;

EID: 33845270980     PISSN: 15337928     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article

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