Global convergence of the EM algorithm for ARX models with uncertain communication channels

DOI10.1016/j.sysconle.2019.104614zbMath1433.93135OpenAlexW2998040669WikidataQ126434283 ScholiaQ126434283MaRDI QIDQ2303963

Quanmin Zhu, Lun Li, Jing Chen, Yanjun Liu, Biao Huang

Publication date: 6 March 2020

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2019.104614

zbMATH Keywords

parameter estimationEM algorithmKullback-Leibler divergenceARX modelmodified Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Networked control (93B70)

Related Items (6)

Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother ⋮ Modified particle filtering‐based robust estimation for a networked control system corrupted by impulsive noise ⋮ Time‐delay and parameter estimation for an ARX model based on copula theory and Armijo criterion and their applications in the modeling of the dynamics of the UAV ⋮ An interactive maximum likelihood estimation method for multivariable Hammerstein systems ⋮ A generalized minimal residual based iterative back propagation algorithm for polynomial nonlinear models ⋮ Reinforced adaptive parameter estimation with prescribed transient convergence performance

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