Title :
A Non-negative Matrix Factorization approach to state estimation in stochastic systems
Author :
Xue, Yuzhen ; Runolfsson, Thordur
Author_Institution :
Sch. of Electr. & Comput. Eng., Univ. of Oklahoma, Norman, OK, USA
Abstract :
In this paper a novel non-negative matrix factorization (NMF) based state estimation approach is applied to a stochastic system. Recognizing that uniqueness of solutions is a challenge in NMF in general, we analyze in the paper under what conditions NMF has a unique solution in the stochastic system state estimation context. Moreover, we explore the system attributes corresponding to those conditions. Examples are presented to illustrate the analysis and to manifest the effectiveness of the proposed algorithm.
Keywords :
matrix decomposition; state estimation; stochastic systems; nonnegative matrix factorization; state estimation; stochastic systems; Algorithm design and analysis; Hidden Markov models; Modeling; Nonlinear systems; Sensor systems; State estimation; State-space methods; Stochastic systems; Systems engineering and theory; Uncertainty; EstimationAlgorithms; Markov Models; Non-Gaussian Processes; Nonlinear Systems; Stochastic Systems;
Conference_Titel :
Statistical Signal Processing, 2009. SSP '09. IEEE/SP 15th Workshop on
Conference_Location :
Cardiff
Print_ISBN :
978-1-4244-2709-3
Electronic_ISBN :
978-1-4244-2711-6
DOI :
10.1109/SSP.2009.5278512
