ML parameter estimation of a multiscale stochastic process using the EM algorithm

Authors
Kannan, A Ostendorf, M Karl, WC Castanon, DA Fish, RK
Citation
A. Kannan et al., ML parameter estimation of a multiscale stochastic process using the EM algorithm, IEEE SIGNAL, 48(6), 2000, pp. 1836-1840
Citations number
15
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
48
Issue
6
Year of publication
2000
Pages
1836 - 1840
Database
ISI
SICI code
1053-587X(200006)48:6<1836:MPEOAM>2.0.ZU;2-8
Abstract
An algorithm for estimation of the parameters of a multiscale stochastic pr ocess based on scale-recursive dynamics on trees is presented. The exptetat ion-maximization algorithm is used to provide maximum likelihood estimates for the general case of a nonhomogeneous tree with no fixed structure for t he process dynamics. Experimental results are presented using synthetic dat a.