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Expectation Maximization Segmentation
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1998 (English)Report (Other academic)
Abstract [en]

This report reviews the Expectation Maximization EM algorithm and applies it to the data segmentation problem yielding the Expectation Maximization Segmentation EMS algorithm The EMS algorithm requires batch processing of the data and can be applied to mode switching or jumping linear dynamical state space models The EMS algorithm consists of an optimal fusion of fixed interval Kalman smoothing and discrete optimization.

The next section gives a short introduction to the EM algorithm with some background and convergence results In Section the data segmentation problem is dened and in Section the EM algorithm is applied to this problem Section contains simulation results and Section some conclusive remarks.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1998. , 12 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2067
Keyword [en]
Expectation maximization algorithm, State space models, Cybernetik Informationsteori, Maskinelement Servomekanismer Automation
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55659ISRN: LITH-ISY-R-2067OAI: diva2:316412
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-12Bibliographically approved

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Automatic ControlThe Institute of Technology
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