Parameter estimation apparatus and data matching apparatus

摘要

The present invention enables estimation of desired parameters with less computation cost and with high precision by inputting first training vectors generated from observation patterns and second training vectors generated from estimation targets in order to learn the correlation between observation patterns as inputs and patterns of the estimation targets such that desired outputs are assumed from the inputs, calculating the auto-correlation information of the two training vectors, and cross-correlation information of an average vector, the first training vectors and second training vectors, and using the information, obtaining probable expectation values based on the Bayes theory of the estimation targets with respect to an input pattern.