非线性Benes系统状态的矩和随机积分的有限维滤波器

Proceedings. 1998 IEEE International Symposium on Information Theory (Cat. No.98CH36252) Pub Date : 1998-08-16 DOI:10.1109/ISIT.1998.708935

R. Elliott, V. Krishnamurthy

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引用次数: 0

摘要

导出了具有Benes非线性的连续时间非线性系统状态矩的积分和随机积分的有限维滤波器。这些新的过滤器可以与期望最大化(EM)算法一起使用，以产生模型参数的ML估计。

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Finite dimensional filters for moments and stochastic integrals of the state of nonlinear Benes systems

Finite dimensional filters for integrals and stochastic integrals of moments of the state for continuous-time nonlinear systems with Benes nonlinearity are derived. These new filters can be used with the expectation maximization (EM) algorithm to yield ML estimates of the model parameters.

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来源期刊

Proceedings. 1998 IEEE International Symposium on Information Theory (Cat. No.98CH36252)

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