Algorithms and Programs of Dynamic Mixture Estimation (eBook, PDF)

Algorithms and Programs of Dynamic Mixture Estimation (eBook, PDF)

Unified Approach to Different Types of Components

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This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for estimating dynamic mixtures of various distributions and brings them in the unified form, providing a scheme for constructing the estimation algorithm for a mixture of components modeled by distributions with reproducible statistics. It offers the recursive estimation of dynamic mixtures, which are free of iterative processes and close to analytical solutions as much as possible. In addition, these methods can be used onl...

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