A robust filter and smoother-based expectation–maximization algorithm for bilinear systems with heavy-tailed noise

• Published in: Mechanical systems and signal processing Vol. 236; p. 112912
• Main Authors: Wang, Wenjie, Liu, Siyu, Jiang, Yonghua, Sun, Jianfeng, Xu, Wanxiu, Chen, Xiaohao, Dong, Zhilin, Jiao, Weidong
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.08.2025
• Subjects: 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

This paper focuses on a specific type of nonlinear systems—bilinear systems and introduces a robust filter and smoother-based expectation–maximization (RFS-EM) algorithm that enables joint estimation of states and parameters in the presence of heavy-tailed noise. Specifically, to mitigate the impact...