Title of article
ML parameter estimation of a multiscale stochastic process using the EM algorithm
Author/Authors
Kannan، نويسنده , , A.، نويسنده , , Ostendorf، نويسنده , , M.، نويسنده , , Karl، نويسنده , , W.C.، نويسنده , , Castanon، نويسنده , , D.A.، نويسنده , , Fish، نويسنده , , R.K.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
5
From page
1836
To page
1840
Abstract
An algorithm for estimation of the parameters of a multiscale
stochastic process based on scale-recursive dynamics on trees is presented.
The expectation-maximization algorithm is used to provide maximum
likelihood estimates for the general case of a nonhomogeneous tree
with no fixed structure for the process dynamics. Experimental results are
presented using synthetic data.
Keywords
Maximum likelihood parameter estimation , multiscaleprocess.
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Serial Year
2000
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Record number
403308
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