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- W2381123874 abstract "It proposes a method of stochastic dynamic system modeling,under the condition that the statistical properties of system noises are unknown.The stochastic dynamic system is represented by state-space model,and the EM algorithm is used to estimate its parameters,by improving the Kalman filtering in EM algorithm,the correlation matrices of noises are estimated.Based on this improved Kalman filtering,the EM algorithm is applied for estimating the parameters of stochastic dynamic system when the statistical properties of system noises are unknown." @default.
- W2381123874 created "2016-06-24" @default.
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- W2381123874 date "2011-01-01" @default.
- W2381123874 modified "2023-09-23" @default.
- W2381123874 title "Stochastic Dynamic System Modeling Based on EM Algorithm" @default.
- W2381123874 hasPublicationYear "2011" @default.
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