Derivation of a sawtooth iterated extended Kalman smoother via the AECM algorithm

IEEE Transactions on Signal Processing

Volumn 49, Issue 9, 2001, Pages 1899-1909

  Johnston, Leigh A ^b   Krishnamurthy, Vikram ^a,c  

^a IEEE   (Australia)

^b Catholic University of Louvain   (Belgium)

^c UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

NONLINEAR SIGNAL MODELS;

ALGORITHMS; COMPUTER SIMULATION; ITERATIVE METHODS; MATHEMATICAL MODELS; NONLINEAR FILTERING;

KALMAN FILTERING;

EID: 0035447742     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.942619     Document Type: Article

References (10)

1. The iterated Kalman smoother as a Gauss-Newton method
2. Asymptotic behavior of the EKF as a parameter estimator for linear systems
3. Maximum likelihood from incomplete data via the EM algorithm
4. The EM algorithm - An old folk-song sung to a fast new tune
5. Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem
6. The Weyl algebra and finite dimensional filtering
7. Frequency tracking of nonsinusoidal periodic signals in noise
8. Design of an extended Kalman filter frequency tracker