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METHOD AND SYSTEM FOR STATISTICAL MODELING OF DATA USING A QUADRATIC LIKELIHOOD FUNCTIONAL
METHOD AND SYSTEM FOR STATISTICAL MODELING OF DATA USING A QUADRATIC LIKELIHOOD FUNCTIONAL
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机译:使用二次似然函数进行数据统计建模的方法和系统
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摘要
A method and system are provided for constructing a model of a target object in a computer processor by receiving an input signal from a source, the input signal containing data describing the target object and a plurality of parameters, the input signal having a noise portion; selecting a group of initial parameters, estimating a nonparametric probability distribution function (pdf) comprising a linear combination of a set of square-integrable basis functions, computing a quadratic likelihood functional (QLF), evaluating a fit of the initial parameters to the data based on the QLF, iteratively optimizing the QLF by selecting a new group of parameters and evaluating the fit of the new group of parameters into a predetermined condition is achieved. Once an acceptable fit is achieved, an output of a model of the target object constructed using optimized parameters can be displayed.
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