The E-and M-steps in the EM algorithm are calculated by computing the conditional expectation under the assumption that the input-output data is completely observed. Numerical example shows that the EM algorithm can monotonically improve the initial estimates obtained by subspace identification methods....
As we said, there is no guarantee that the EM algorithm converges to a global maximum of the likelihood. If we suspect that the likelihood may have multiple local minima, we should use themultiple starts approach. In other words, we should run the EM algorithm several times with different s...
Based on the logspline method, a fully automated procedure involving the EM algorithm, stepwise knot deletion and BIC has been developed for decon volution. Numerical examples using simulated data are given to show the performance of the B-spline deconvolution.doi:10.1080/00949659608811735...
Keywords:degradationdata;randomeffect;EMalgorithm CLCnumber:0213.2DocumentCOde-”A 退化数据分析的EM算法 徐安察,汤银才 f华东师范大学金融与统计学院,上海200241) 摘要:提出了用EM算法对产品可靠性进行分析.在退化模型中,当随机效应服从指数族分布 时,推导了参数估计的一般公式并且通过模拟评价了随机效应分布选取的敏感...
EMSimulations是一个用于进行电磁场模拟的软件,采用数值方法进行计算。用户可以通过图形用户界面(GUI)方便地对电磁场进行仿真和分析。该软件提供了多种功能,包括电磁场分布、场强分布、能量传输等方面的模拟。用户可以通过输入不同的参数和条件来进行模拟,在GUI界面上直观地查看模拟结果。EMSImulations支持各种电磁场问题的...
exponentialweightingfunction.Asimulatednumericalexampleaswellasthecontinuousstirredtankreactor (CSTR)areemployedtodemonstratetheeffectivenessoftheproposedmethod. Keywords:nonlinearprocess;LPVsystem;multiplemodels;missingdata;EMalgorithm;parameterestimation 引言 非线性过程的建模一直是学术界和工业界的 ...
Since we are able to write the Gaussian mixture model as a latent-variable model, we can use theEM algorithmto find the maximum likelihood estimators of its parameters. Starting from an initial guess of the parameter vector , the algorithm produces a new estimate of the parameter vector ...
In this section, a high purity distillation column is used to test the performance of the multiple model approach based on the EM algorithm. It has been shown that the purer the products get, the more nonlinear the system becomes [20]. A distillation column is also a typical example for ...
Bayesian更新与EM算法协作下退化数据驱动的剩余寿命估计方法
Numerical experiments In this section, we provide numerical experiments to investigate how much faster the ε-accelerated EM algorithm converges than the EM algorithm. Note that the speed of convergence of the ε-accelerated EM algorithm does not depend on statistical models but on the EM sequence....