Expectation–maximization algorithm for bilinear systems by using the Rauch–Tung–Striebel smoother

Bilinear system is a special class of nonlinear system. This paper is concerned with the identification problem of the bilinear systems in the state–space form. By treating the unknown states as the latent variables, the expectation–maximization algorithm is designed for identifying the bilinear sys...

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Bibliographic Details

Published in:	Automatica (Oxford) Vol. 142; p. 110365
Main Authors:	Liu, Siyu, Zhang, Xiao, Xu, Ling, Ding, Feng
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.08.2022
Subjects:	Bilinear system Expectation maximization Parameter estimation RTS smoother State estimation Expectation maximization Bilinear system Parameter estimation RTS smoother State estimation
ISSN:	0005-1098, 1873-2836
Online Access:	Get full text
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