• DocumentCode
    1344174
  • Title

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

  • Author

    Kannan, Ashvin ; Ostendorf, Mari ; Karl, William C. ; Castanon, David A. ; Fish, Randall K.

  • Author_Institution
    Nuance Commun., Menlo Park, CA, USA
  • Volume
    48
  • Issue
    6
  • fYear
    2000
  • fDate
    6/1/2000 12:00:00 AM
  • Firstpage
    1836
  • Lastpage
    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 estimation; signal processing; stochastic processes; trees (mathematics); EM algorithm; expectation-maximization algorithm; maximum likelihood estimation; multiscale stochastic process; nonhomogeneous tree; parameter estimation; scale-recursive dynamics; trees; Binary trees; Equations; Expectation-maximization algorithms; Gaussian noise; Marine animals; Maximum likelihood estimation; Noise measurement; Parameter estimation; Stochastic processes; White noise;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.845950
  • Filename
    845950
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1344174