Expectation–maximization algorithm for bilinear systems by using the Rauch–Tung–Striebel smoother
Siyu Liu, Xiao Zhang, Ling Xu, Feng Ding
Topics & Concepts
Expectation–maximization algorithmBilinear interpolationMaximizationKalman filterMathematical optimizationMathematicsLatent variableNonlinear systemState (computer science)AlgorithmMaximum likelihoodStatisticsQuantum mechanicsPhysicsControl Systems and IdentificationFault Detection and Control SystemsAdvanced Control Systems Optimization