Maximum Likelihood recursive state estimation using the Expectation Maximization algorithm

A Maximum Likelihood recursive state estimator is derived for non-linear state–space models. The estimator iteratively combines a particle filter to generate the predicted/filtered state densities and the Expectation Maximization algorithm to compute the maximum likelihood filtered state estimate. A...

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Bibliographic Details

Published in:	Automatica (Oxford) Vol. 144; p. 110482
Main Authors:	Ramadan, Mohammad S., Bitmead, Robert R.
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.10.2022
Subjects:	Expectation Maximization Maximum Likelihood Particle filter State estimation Expectation Maximization Maximum Likelihood State estimation Particle filter
ISSN:	0005-1098, 1873-2836
Online Access:	Get full text
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