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EM for Nonlinear System Identification
The aim of this code is illustrate how the Expectation Maximization (EM) algorithm can be used together with a particle smoother in order to solve some problems in nonlinear system identification.
MATLAB code
Click here to download the MATLAB code.
Relevant paper
All the details explaining the use of the expectation maximization (EM) algorithm for identification of nonlinear dynamical systems are provided in the following paper,
Thomas B. Schön, Adrian Wills and Brett Ninness. System Identification of Nonlinear State-Space Models. Automatica, 47(1):39-49, January 2011. [pdf] [Automatica] [BibTeX]
Associate Professor in Automatic Control
- Phone:
- +46 13 281373
- Mobile (private):
- +46 735 933 887
- E-mail:
- schon_at_isy.liu.se
- Address:
- Dept. of Electrical Engineering
- Linköping University
- SE-581 83 Linköping
- Sweden
- Visiting Address:
- Campus Valla
- Building B
- Room 2A:NNN (in the A corridor on the ground floor between entrance 25 and 27)
Page responsible: Thomas Schön
Last updated: 2012-10-13
