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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1988 Issue 12, Pages 78–84 (Mi at6810)

Stochastic Systems

On separation of a set of vectors into two classes

Ya. A. Bedrov

Leningrad

Abstract: A mixture of sampled values of two random vectors with unknown distributions and different means in to be separated. The vector is $\mathbf{\alpha}$ whose $i$-th component is either 1 or 0 depending on whether the $i$-th sampled value is a member in the one or the other distribution. The dependence is determined of $\mathbf{\alpha}$ on unknown means and on the number of sampled values in either distribution. An estimate of $\mathbf{\alpha}$ obtained by replacing the unknown means with sampled values is used for separation of the mixture. The efficiency of the method is illustrated with model examples.

UDC: 519.24


Received: 02.07.1987


 English version:
Automation and Remote Control, 1988, 49:12, 1597–1602

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© Steklov Math. Inst. of RAS, 2024