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
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;
Conference_Titel :
Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on
Conference_Location :
Cambridge, MA
Print_ISBN :
0-7803-5000-6
DOI :
10.1109/ISIT.1998.708602
