Iterative algorithms for optimal MAP estimation of bilinear systems

TitleIterative algorithms for optimal MAP estimation of bilinear systems
Publication TypeConference Paper
Year of Publication1998
AuthorsJohnston, L., V. Krishnamurthy, and A. Logothetis
Conference NameInformation Theory, 1998. Proceedings. 1998 IEEE International Symposium on
Pagination23
Date Publishedaug.
Keywordsbilinear 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

URLhttp://dx.doi.org/10.1109/ISIT.1998.708602
DOI10.1109/ISIT.1998.708602

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