Maximum Likelihood recursive state estimation using the Expectation Maximization algorithm
Mohammad S. Ramadan, Robert R. Bitmead
Topics & Concepts
Expectation–maximization algorithmMathematicsSmoothingAlgorithmEstimatorParticle filterMathematical optimizationConvergence (economics)State spaceMaximizationGaussianMaximum likelihood sequence estimationState (computer science)Estimation theoryKalman filterMaximum likelihoodStatisticsQuantum mechanicsPhysicsEconomic growthEconomicsTarget Tracking and Data Fusion in Sensor NetworksFault Detection and Control SystemsBayesian Modeling and Causal Inference