Bayesian inference for linear dynamic models with Dirichlet process mixtures
Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian state-space models. Here, we address the case where the noise probability density functions are of unknown functional form. A flexible Bayesian nonparametric noise model based on Dirichlet process mixtures is in...
| المؤلفون الرئيسيون: | , , , , |
|---|---|
| التنسيق: | Journal article |
| اللغة: | English |
| منشور في: |
2008
|