DocumentCode
2441447
Title
Iterative algorithms for optimal MAP estimation of bilinear systems
Author
Johnston, Leigh ; Krishnamurthy, Vikram ; Logothetis, Andrew
Author_Institution
Dept. of Electr. Eng., Melbourne Univ., Parkville, Vic., Australia
fYear
1998
fDate
16-21 Aug 1998
Firstpage
23
Abstract
We present two finite dimensional iterative algorithms for maximum a posteriori (MAP) state sequence estimation of bilinear systems. The novel idea is to use the expectation maximization (EM) algorithm for state estimation rather than the traditional maximum likelihood parameter estimation. We present the EM-I and EM-II algorithms
Keywords
bilinear systems; iterative methods; maximum likelihood sequence estimation; signal processing; state estimation; EM-I algorithm; EM-II algorithm; bilinear systems; expectation maximization; finite dimensional iterative algorithms; maximum a posteriori state sequence estimation; optimal MAP estimation; state estimation; Brain modeling; Control systems; Electroencephalography; Gaussian noise; Iterative algorithms; Kalman filters; Nonlinear systems; Optimal control; Signal processing; State estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on
Conference_Location
Cambridge, MA
Print_ISBN
0-7803-5000-6
Type
conf
DOI
10.1109/ISIT.1998.708602
Filename
708602
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