EM for nonlinear system identification

The aim of the code is to show how the EM algorithm can be used to identify nonlinear state space models.


The MATLAB code is available here.

Relevant paper

The backgound theory is avilable 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] Awarded Automatica best paper prize 2014 [Automatica].

 © Thomas Schön 2022