论文信息 - Mean and covariance matrix of a multivariate normal distribution with one doubly-truncated component

Mean and covariance matrix of a multivariate normal distribution with one doubly-truncated component

This technical report gives analytical formulas for the mean and covariancematrix of a multivariate normal distribution with one componenttruncated from both below and above.

Fredrik Gustafsson | Henri Nurminen | Tohid Ardeshiri | Alexandre Sanfelice Bazanella | Rafael Rui

[1] J. Navarro-Pedreño. Numerical Methods for Least Squares Problems , 1996 .

[2] Fredrik Gustafsson,et al. State Estimation for Piecewise Affine State-Space Models , 2016, ArXiv.