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Author:Yi Liu

Publications
On the Approximation of the Quotient of Two Gaussian Densities for Multiple-Model Smoothing
Yi Liu, Xi Li, Le Yang, Lyudmila Mihaylova and Yanbo Xue
EasyChair Preprint 10359

Keyphrases

Fixed-interval smoothing, Jump Markov nonlinear systems, Kullback-Leibler divergence (KLD), Natural Gradient Descent, Nearest positive definite matrix, Quotient of two multivariate Gaussian densities.

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