{"id":"https://openalex.org/W2165421906","doi":"https://doi.org/10.1109/icassp.2003.1201620","title":"Online expectation-maximization type algorithms for parameter estimation in general state space models","display_name":"Online expectation-maximization type algorithms for parameter estimation in general state space models","publication_year":2004,"publication_date":"2004-03-22","ids":{"openalex":"https://openalex.org/W2165421906","doi":"https://doi.org/10.1109/icassp.2003.1201620","mag":"2165421906"},"language":"en","primary_location":{"id":"doi:10.1109/icassp.2003.1201620","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2003.1201620","pdf_url":null,"source":{"id":"https://openalex.org/S4363608982","display_name":"2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03).","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03).","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110930504","display_name":"Christophe Andrieu","orcid":"https://orcid.org/0000-0001-9320-6398"},"institutions":[{"id":"https://openalex.org/I36234482","display_name":"University of Bristol","ror":"https://ror.org/0524sp257","country_code":"GB","type":"education","lineage":["https://openalex.org/I36234482"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"C. Andrieu","raw_affiliation_strings":["Department of Mathematics, Bristol University, Bristol, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Bristol University, Bristol, UK","institution_ids":["https://openalex.org/I36234482"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5091677854","display_name":"Arnaud Doucet","orcid":"https://orcid.org/0000-0003-3910-9495"},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"A. Doucet","raw_affiliation_strings":["Department of Engineering, University of Cambridge, Cambridge, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Engineering, University of Cambridge, Cambridge, UK","institution_ids":["https://openalex.org/I241749"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.9846,"has_fulltext":false,"cited_by_count":64,"citation_normalized_percentile":{"value":0.87492424,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"1","issue":null,"first_page":"VI","last_page":"69"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9832000136375427,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/expectation\u2013maximization-algorithm","display_name":"Expectation\u2013maximization algorithm","score":0.7023235559463501},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6374884247779846},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.6152853965759277},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.5681607723236084},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.5170950889587402},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.4557771682739258},{"id":"https://openalex.org/keywords/type","display_name":"Type (biology)","score":0.45478948950767517},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.44838476181030273},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.448005735874176},{"id":"https://openalex.org/keywords/degenerate-energy-levels","display_name":"Degenerate energy levels","score":0.4461553692817688},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.43195435404777527},{"id":"https://openalex.org/keywords/space","display_name":"Space (punctuation)","score":0.4304749071598053},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4267701804637909},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2735065817832947},{"id":"https://openalex.org/keywords/maximum-likelihood","display_name":"Maximum likelihood","score":0.16453731060028076},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.09435656666755676}],"concepts":[{"id":"https://openalex.org/C182081679","wikidata":"https://www.wikidata.org/wiki/Q1275153","display_name":"Expectation\u2013maximization algorithm","level":3,"score":0.7023235559463501},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6374884247779846},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.6152853965759277},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5681607723236084},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.5170950889587402},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.4557771682739258},{"id":"https://openalex.org/C2777299769","wikidata":"https://www.wikidata.org/wiki/Q3707858","display_name":"Type (biology)","level":2,"score":0.45478948950767517},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.44838476181030273},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.448005735874176},{"id":"https://openalex.org/C72319582","wikidata":"https://www.wikidata.org/wiki/Q584304","display_name":"Degenerate energy levels","level":2,"score":0.4461553692817688},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.43195435404777527},{"id":"https://openalex.org/C2778572836","wikidata":"https://www.wikidata.org/wiki/Q380933","display_name":"Space (punctuation)","level":2,"score":0.4304749071598053},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4267701804637909},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2735065817832947},{"id":"https://openalex.org/C49781872","wikidata":"https://www.wikidata.org/wiki/Q1045555","display_name":"Maximum likelihood","level":2,"score":0.16453731060028076},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09435656666755676},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/icassp.2003.1201620","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2003.1201620","pdf_url":null,"source":{"id":"https://openalex.org/S4363608982","display_name":"2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03).","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03).","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.12.1862","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.12.1862","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www-sigproc.eng.cam.ac.uk/~ad2/andrieu_doucet_onlineEMparameterestimation_icassp2003.ps","raw_type":"text"},{"id":"pmh:oai:ora.ox.ac.uk:uuid:0f78343e-1e2e-47f7-8196-f004b5d53fe3","is_oa":false,"landing_page_url":"https://ora.ox.ac.uk/objects/uuid:0f78343e-1e2e-47f7-8196-f004b5d53fe3","pdf_url":null,"source":{"id":"https://openalex.org/S4306402636","display_name":"Oxford University Research Archive (ORA) (University of Oxford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I40120149","host_organization_name":"University of Oxford","host_organization_lineage":["https://openalex.org/I40120149"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Symplectic Elements at Oxford","raw_type":"Journal article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320360","display_name":"University of Bristol","ror":"https://ror.org/0524sp257"},{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1483307070","https://openalex.org/W1880189740","https://openalex.org/W1970076554","https://openalex.org/W1988827501","https://openalex.org/W1989197122","https://openalex.org/W2022228946","https://openalex.org/W2062554530","https://openalex.org/W2086027516","https://openalex.org/W2115564019","https://openalex.org/W2126736494","https://openalex.org/W2148613679","https://openalex.org/W2150652378","https://openalex.org/W2165609874","https://openalex.org/W2168634963","https://openalex.org/W2169387407","https://openalex.org/W2616444912","https://openalex.org/W6647371177","https://openalex.org/W6738313509"],"related_works":["https://openalex.org/W2353039109","https://openalex.org/W2900100504","https://openalex.org/W4315588385","https://openalex.org/W3124638673","https://openalex.org/W2066153363","https://openalex.org/W2061564118","https://openalex.org/W1976188970","https://openalex.org/W2990541822","https://openalex.org/W1588885902","https://openalex.org/W1965352811"],"abstract_inverted_index":{"We":[0],"present":[1],"new":[2],"online":[3,19],"algorithms":[4,16,38],"to":[5,25],"estimate":[6],"static":[7],"parameters":[8],"in":[9,34],"nonlinear":[10],"non-Gaussian":[11],"state":[12],"space":[13],"models.":[14],"These":[15],"rely":[17],"on":[18],"expectation-maximization":[20],"(EM)":[21],"type":[22],"algorithms.":[23],"Contrary":[24],"standard":[26],"sequential":[27],"Monte":[28],"Carlo":[29],"(SMC)":[30],"methods":[31],"recently":[32],"proposed":[33],"the":[35],"literature,":[36],"these":[37],"do":[39],"not":[40],"degenerate":[41],"over":[42],"time.":[43]},"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":5}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}