A Stochastic EM Algorithm for Nonlinear State Estimation with Model Uncertainties

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 5204, Issue , 2004, Pages 293-304

  Zia, Amin ^a   Kirubarajan, T ^a   Reilly, James P ^a   Shirani, Shahram ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Expectation Maximization algorithm; Markov chain Monte Carlo method; Nonlinear estimation; Nonlinear regression; Particle Filter; System identification

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; IDENTIFICATION (CONTROL SYSTEMS); KALMAN FILTERING; LAPLACE TRANSFORMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; OPTIMIZATION; PARAMETER ESTIMATION; PROBLEM SOLVING; REGRESSION ANALYSIS;

EXPECTATION-MAXIMIZATION ALGORITHM; NONLINEAR ESTIMATION; NONLINEAR REGRESSION; PARTICLE FILTERS;

COMPUTER SCIENCE;

EID: 1842637720     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (13)

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