An easy parameter estimation by the EM algorithm in the new up-and-down method

Citation
Y. Komori et H. Hirose, An easy parameter estimation by the EM algorithm in the new up-and-down method, IEEE DIELEC, 7(6), 2000, pp. 838-842
Citations number
6
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON DIELECTRICS AND ELECTRICAL INSULATION
ISSN journal
10709878 → ACNP
Volume
7
Issue
6
Year of publication
2000
Pages
838 - 842
Database
ISI
SICI code
1070-9878(200012)7:6<838:AEPEBT>2.0.ZU;2-9
Abstract
Flashover voltage estimation has been carried out conventionally with the u p-and down method by Dixon and Mood. Recently, Hirose and Kato proposed a n ew version of the method to change the way of analyzing data. Although the method has better properties than the conventional one, it requires solving maximum likelihood equations. In this paper we reduce the troublesome task (e.g. implementation and the selection of a proper initial value) attendan t on the requirement by using the expectation-maximization (EM) algorithm t hat gives a useful iterative formula to solve the equations. The iterative formula almost always can give the solutions of the likelihood equations be cause of its excellent global convergence of the EM algorithm.