DocumentCode
327348
Title
Finite dimensional filters for moments and stochastic integrals of the state of nonlinear Benes systems
Author
Elliott, Robert ; Krishnamurthy, Vikram
Author_Institution
Dept. of Sci., Alberta Univ., Edmonton, Alta., Canada
fYear
1998
fDate
16-21 Aug 1998
Firstpage
330
Abstract
Finite dimensional filters for integrals and stochastic integrals of moments of the state for continuous-time nonlinear systems with Benes nonlinearity are derived. These new filters can be used with the expectation maximization (EM) algorithm to yield ML estimates of the model parameters
Keywords
continuous time filters; integral equations; maximum likelihood estimation; nonlinear filters; nonlinear systems; stochastic processes; Benes nonlinearity; EM algorithm; ML estimates; continuous-time nonlinear systems; expectation maximization algorithm; finite dimensional filters; model parameters; moments; nonlinear Benes systems; state; stochastic integrals; Differential equations; Integral equations; Maximum likelihood estimation; Nonlinear filters; Nonlinear systems; Partial differential equations; Statistics; Stochastic processes; Stochastic systems; Yttrium;
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.1998.708935
Filename
708935
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