The Cascade EM Algorithm

Proceedings of the IEEE

Volumn 76, Issue 10, 1988, Pages 1388-1390

  Segal, Mordechai ^a   Weinstein, Ehud ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES--ITERATIVE METHODS; SIGNAL FILTERING AND PREDICTION;

ALGORITHM CONVERGENCE ACCELERATION; CASCADE EM ALGORITHM; ESTIMATE-MAXIMIZE ALGORITHM; MAXIMUM-LIKELIHOOD ESTIMATION; PARAMETER IDENTIFICATION;

SIGNAL PROCESSING;

EID: 0024087683     PISSN: 00189219     EISSN: 15582256     Source Type: Journal    
DOI: 10.1109/5.16341     Document Type: Article

References (11)

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3. M. Feder and E. Weinstein, “Optimal multiple source location estimation via the EM algorithm,” in Proc. IEEE Int. Conf. on Acoustics, Speech and Signal Processing, (Tampa, FL), pp. 1762–1765, 1985.
4. M. Feder and E. Weinstein, “Multipath and multiple source array processing via the EM algorithm,” in Proc. of the 1986 Int. Conf. on Acoustics, Speech and Signal Processing, (Tokyo, Japan).
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8. M. Segal and E. Weinstein, “Parameter estimation of continuous dynamical linear systems given discrete-time observations,” Proc. IEEE, vol. 75, no. 5, pp. 727–729, May 1987.
9. C.F.S. Wu, “On the convergence properties of the EM algorithm,” Ann. Statistics, no. 11, pp. 95–103, 1983.
10. I. Meilijson, “A fast improvement to the EM algorithm on its own terms,” to be published (J. Roy. Stat. Soc, Ser. B).
11. M. Segal and E. Weinstein, “Maximum likelihood parameter identification of continuous-time linear dynamic systems given discrete-time observations,” Proc. IFAC Identification-88, Beijing, China, Aug. 1988.