Electrical and Computer Engineering
2332 Main Mall
Vancouver,
BC
Canada
V6T 1Z4
Tel +1.604.822.2872
Fax +1.604.822.5949
Email:
info@ece.ubc.ca
| Title | Iterative algorithms for optimal MAP estimation of bilinear systems |
| Publication Type | Conference Paper |
| Year of Publication | 1998 |
| Authors | Johnston, L., V. Krishnamurthy, and A. Logothetis |
| Conference Name | Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on |
| Pagination | 23 |
| Date Published | aug. |
| Keywords | bilinear systems, EM-I algorithm, EM-II algorithm, expectation maximization, finite dimensional iterative algorithms, iterative methods, maximum a posteriori state sequence estimation, maximum likelihood sequence estimation, optimal MAP estimation, signal processing, state estimation |
| Abstract | We present two finite dimensional iterative algorithms for maximum a posteriori (MAP) state sequence estimation of bilinear systems. The novel idea is to use the expectation maximization (EM) algorithm for state estimation rather than the traditional maximum likelihood parameter estimation. We present the EM-I and EM-II algorithms |
| URL | http://dx.doi.org/10.1109/ISIT.1998.708602 |
| DOI | 10.1109/ISIT.1998.708602 |