ML Estimation of Process Noise Variance in Dynamic Systems
نویسندگان
چکیده
منابع مشابه
ML Estimation of Process Noise Variance in Dynamic Systems
The performance of a non-linear filter hinges in the end on the accuracy of the assumed non-linear model of the process. In particular, the process noise covariance Q is hard to get by physical modeling and dedicated system identification experiments. We propose a variant of the expectation maximization (EM) algorithm which iteratively estimates the unobserved state sequence and Q based on the ...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2011
ISSN: 1474-6670
DOI: 10.3182/20110828-6-it-1002.00543