• DocumentCode
    646429
  • Title

    An EM-based estimation algorithm for a class of systems promoting sparsity

  • Author

    Godoy, Boris I. ; Carvajal, Rodrigo ; Aguero, Juan C.

  • Author_Institution
    Sch. of Electr. Eng. & Comput. Sci., Univ. of Newcastle, Callaghan, NSW, Australia
  • fYear
    2013
  • fDate
    17-19 July 2013
  • Firstpage
    2398
  • Lastpage
    2403
  • Abstract
    In this paper we propose a Maximum a Posteriori (MAP) approach for estimating a random sparse parameter vector in the presence of nonlinearities of unknown parameters. In this Bayesian approach, the a priori probability distribution for the parameter vector is utilised as a mechanism to promote sparsity. We solve this identification problem by using a generalized Expectation Maximization algorithm in a MAP framework.
  • Keywords
    Bayes methods; expectation-maximisation algorithm; Bayesian approach; EM based estimation algorithm; Expectation Maximization Algorithm; MAP framework; maximum a posteriori approach; parameter vector; probability distribution; random sparse parameter vector; sparsity system; Bayes methods; Equations; Maximum likelihood estimation; Noise measurement; Parameter estimation; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2013 European
  • Conference_Location
    Zurich
  • Type

    conf

  • Filename
    6669839