An EM algorithm for nonlinear state estimation with model uncertainties

IEEE Transactions on Signal Processing

Volumn 56, Issue 3, 2008, Pages 921-936

  Zia, Amin ^a   Kirubarajan, Thia ^a   Reilly, James P ^a   Yee, Derek ^a   Punithakumar, Kumaradevan ^a   Shirani, Shahram ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Expectation maximization (EM) algorithm; Joint estimation identification; MCMC; Nonlinear estimation; Nonlinear regression; Particle filters; Sensor bias estimation; Sensor fusion; Sensor registration; System identification

Indexed keywords

EXTENDED KALMAN FILTERS; MARKOV PROCESSES; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; OPTIMIZATION; STATE ESTIMATION;

EXPECTATION-MAXIMIZATION ALGORITHM; JOINT ESTIMATION-IDENTIFICATION; MIXTURE OF GAUSSIAN MODEL; PARTICLE FILTER;

TARGET TRACKING;

EID: 40749158267     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2007.907883     Document Type: Article

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