A robust filter and smoother-based expectation–maximization algorithm for bilinear systems with heavy-tailed noise - Wang, Wenjie; Liu, Siyu; Jiang, Yonghua; Sun, Jianfeng; Xu, Wanxiu; Chen, Xiaohao; Dong, Zhilin; Jiao, Weidong (Mechanical systems and signal processing, 2025)
Keywords: Bilinear system; Heavy-tailed noise; Parameter estimation; Robust filter; State estimation; Student’s t distribution; Bilinear system; Parameter estimation; Robust filter; State estimation; Student’s t distribution; Heavy-tailed noise