On the reduction of Gaussian inverse Wishart mixtures

@article{Granstrm2012OnTR,
  title={On the reduction of Gaussian inverse Wishart mixtures},
  author={Karl Granstr{\"o}m and Umut Orguner},
  journal={2012 15th International Conference on Information Fusion},
  year={2012},
  pages={2162-2169}
}
This paper presents an algorithm for reduction of Gaussian inverse Wishart mixtures. Sums of an arbitrary number of mixture components are approximated with single components by analytically minimizing the Kullback-Leibler divergence. The Kullback-Leibler difference is used as a criterion for deciding whether or not two components should be merged, and a… CONTINUE READING