2023
Robust GMM Parameter Estimation via the K-BM Algorithm
ICASSP 2023accepted
In this paper, we develop an expectation-maximization (EM)-like scheme, called ${\mathcal{K}}$-BM, for iterative numerical computation of the minimum ${\mathcal{K}}$-divergence estimator (M${\mathcal{K}}$DE). This estimator utilizes Parzen’s non-parameteric ${\mathcal{K}}$ernel density estimate to d…