- Title
- An EM-based estimation algorithm for a class of systems promoting sparsity
- Creator
- Godoy, Boris I.; Carvajal, Rodrigo; Agüero, Juan C.
- Relation
- 2013 European Control Conference (ECC) . Proceedings of the 2013 European Control Conference (Zürich, Switzerland 17-19 July, 2013) p. 2398-2403
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- conference paper
- Date
- 2013
- Description
- In this paper we propose a Maximum a Posteriori (MAP) approach for estimating a random sparse parameter vector in the presence of nonlinearities of unknown parameters. In this Bayesian approach, the a priori probability distribution for the parameter vector is utilised as a mechanism to promote sparsity. We solve this identification problem by using a generalized Expectation Maximization algorithm in a MAP framework.
- Subject
- vectors; maximum likelihood estimation; equations; parameter estimation; Bayes methods; noise measurement
- Identifier
- http://hdl.handle.net/1959.13/1317916
- Identifier
- uon:23538
- Identifier
- ISBN:9783033039629
- Language
- eng
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