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
fDate :
6/1/2000 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
