A Filtered EM Algorithm for Joint Hidden Markov Model and Sinusoidal Parameter Estimation

IEEE Transactions on Signal Processing

Volumn 43, Issue 1, 1995, Pages 353-358

  Krishnamurthy, Vikram ^a   Elliott, Robert J ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DIGITAL FILTERS; FUNCTION EVALUATION; MARKOV PROCESSES; MATHEMATICAL MODELS; PARAMETER ESTIMATION; POLYNOMIALS; WHITE NOISE;

EXPECTATION MAXIMIZATION ALGORITHM; FORWARD BACKWARD ALGORITHM; MAXIMUM LIKELIHOOD ESTIMATION; SMOOTHED VARIABLES;

SIGNAL FILTERING AND PREDICTION;

EID: 0029205373     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.365328     Document Type: Article

References (11)

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