METHOD AND SYSTEM FOR STATISTICAL MODELING OF DATA USING A QUADRATIC LIKELIHOOD FUNCTIONAL

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.