Expectation–maximization algorithm for bilinear systems by using the Rauch–Tung–Striebel smoother

• Published in: Automatica (Oxford) Vol. 142; p. 110365
• Main Authors: Liu, Siyu, Zhang, Xiao, Xu, Ling, Ding, Feng
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.08.2022
• Subjects: Bilinear system; Expectation maximization; Parameter estimation; RTS smoother; State estimation; Expectation maximization; Bilinear system; Parameter estimation; RTS smoother; State estimation

Bilinear system is a special class of nonlinear system. This paper is concerned with the identification problem of the bilinear systems in the state–space form. By treating the unknown states as the latent variables, the expectation–maximization algorithm is designed for identifying the bilinear sys...