基于EM的一般线性状态空间系统估计

2018 Chinese Control And Decision Conference (CCDC) Pub Date : 2018-06-01 DOI:10.1109/CCDC.2018.8407657

Tong Zhang

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引用次数: 1

摘要

EM-KF算法应用非常广泛，如盲源分离等。然而，由于缺乏对具有输入数据的更通用的状态空间模型的研究，难以应用于实际工业系统。本文成功地改进了EM-KF算法，使其适用于更一般的状态空间模型。仿真算例验证了该算法的有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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EM based estimation for general linear state space systems

EM-KF algorithm is very widely used, such as blind source separation and so on. However, due to the lack of research on the more general state space model with input data, it is difficult to apply to the real industrial system. In this paper, the EM-KF algorithm is successfully improved for the more general state space model. A simulation example is given to demonstrate the effectiveness of the algorithm.

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2018 Chinese Control And Decision Conference (CCDC)

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