Search Results for author:
Found 2 papers, 0 papers with code
On Recursive State Estimation for Linear State-Space Models Having Quantized Output Data
We consider a new approach based on the Gaussian sum filter/smoother where the probability mass function of the quantized data given the state is modeled as an integral equation and approximated using Gauss-Legendre quadrature.
A MAP approach for $\ell_q$-norm regularized sparse parameter estimation using the EM algorithm
In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
