Filtering and identification of a state space model with linear and bilinear interactions between the states

DOI10.1186/1687-1847-2012-176MaRDI QIDQ1690834zbMATH OpenOpenAlexWikidataFDO

Authors Ravi P. Agarwal, A. E. Al-Mazrooei, Jaafar AlMutawa, Mohamed El-Gebeily

Publication date 12 January 2018

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 2.0 Generic

Full work available at URL https://doi.org/10.1186/1687-1847-2012-176

zbMATH Keywords

bilinear state space modelEM algorithmKalman filter and smoothermaximum likelihood estimate

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Cites work

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Cited in

(6)

• A connection between the Kalman filter and an optimized LMS algorithm for bilinear forms
• Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother
• The existence of a ground state solution for a class of fractional differential equation with p-Laplacian operator
• Finite dimensional smoothers for MAP state estimation of bilinear systems
• Reprint of ``A bilinear differential forms approach to parametric structured state-space modelling
• On- and off-line identification of linear state-space models

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