A robust filter and smoother-based expectation–maximization algorithm for bilinear systems with heavy-tailed noise

This paper focuses on a specific type of nonlinear systems—bilinear systems and introduces a robust filter and smoother-based expectation–maximization (RFS-EM) algorithm that enables joint estimation of states and parameters in the presence of heavy-tailed noise. Specifically, to mitigate the impact...

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Bibliographic Details

Published in:	Mechanical systems and signal processing Vol. 236; p. 112912
Main Authors:	Wang, Wenjie, Liu, Siyu, Jiang, Yonghua, Sun, Jianfeng, Xu, Wanxiu, Chen, Xiaohao, Dong, Zhilin, Jiao, Weidong
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.08.2025
Subjects:	Bilinear system Heavy-tailed noise Parameter estimation Robust filter State estimation Student’s t distribution Bilinear system Parameter estimation Robust filter State estimation Student’s t distribution Heavy-tailed noise
ISSN:	0888-3270
Online Access:	Get full text
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