Factoring Gaussian precision matrices for linear dynamic models

Pattern Recognition Letters

Volumn 28, Issue 16, 2007, Pages 2264-2272

  Frankel, Joe ^a   King, Simon ^a  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Error distribution; Linear dynamic model; Precision matrix

Indexed keywords

COVARIANCE MATRIX; ERROR ANALYSIS; GAUSSIAN NOISE (ELECTRONIC); KALMAN FILTERS; PARAMETER ESTIMATION; SPEECH ANALYSIS;

ERROR DISTRIBUTION; LINEAR DYNAMIC MODELS; PRECISION MATRIX;

DYNAMIC MODELS;

EID: 35148836624     PISSN: 01678655     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.patrec.2007.07.008     Document Type: Article

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