The expectation-maximization algorithm

IEEE Signal Processing Magazine

Volumn 13, Issue 6, 1996, Pages 47-60

  Moon, Todd K ^a  

^a UTAH STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; PARAMETER ESTIMATION;

ECTOR'S PROBLEM; EXPECTATION MAXIMATION ALGORITHM;

SIGNAL PROCESSING;

EID: 0030287048     PISSN: 10535888     EISSN: None     Source Type: Journal    
DOI: 10.1109/79.543975     Document Type: Article

References (51)

1. A.P. Dempster, N.M. Laird, and D.B. Rubin, "Maximum likelihood from incomplete data via the EM algorithm," J. Royal Statiscal Soc., Ser. B, vol. 39, no. 1, pp. 1-38, 1977.
2. For an extensive list of references to papers describing applications of the EM algorithm, see http://www.engineering/usu.edu/Departments/ece/Publications/Moon on the World-Wide Web.
3. C. Jiang, "The use of mixture models to detect effects of major genes on quantitative characteristics in a plant-breeding experiment," Genetics, vol. 136, no. 1, pp. 383-394, 1994.
4. R. Redner and H.F. Walker, "Mixture densities, maximum-likelihood estimation and the EM algorithm (review)," SIAM Rev., vol. 26, no. 2, pp. 195-237, 1984.
5. J. Schmee and G.J. Hahn, "Simple method for regression analysis with censored data," Technometrics, vol. 21, no. 4, pp. 417-432, 1979.
6. R.Little and D.Rubin, "On jointly estimating parameters and missing data by maximizing the complete-data likelihood," Am. Statistn., vol. 37, no. 3, pp. 218-200, 1983.
7. L.A. Shepp and Y.Vardi, "Maximum likelihood reconstruction for emission tomography," IEEE Med. Im., vol.1, pp. 113-122, October 1982.
8. D.L. Snyder and D.G. Politte, "Image reconstruction from list-mode data in an emission tomography system having time-of-flight measurements," IEEE Nucl. S., vol. 30, no. 3, pp. 1843-1849, 1983.
9. L. Rabiner, "A tutorial on hidden Markov models and selected applications in speech recognition," P. IEEE, vol. 77, no. 2, pp. 257-286, 1989.
10. L. Rabiner and B.-H. Juang, Fundamentals of Speech Recognition. Prentice-Hall, 1993.
11. J.R. Deller, J.G. Proakis, and J.H.L. Hansen, Discrete-Time Processing of Speech Signals. Macmillan, 1993.
12. M. Segal and E. Weinstein, "Parameter estimation of continuous dynamical linear systems given discrete time observations," P. IEEE, vol.75, no. 5, pp. 727-729, 1987.
13. S. Zabin and H. Poor, "Efficient estimation of class-A noise parameters via the EM algorithm," IEEE Trans. Info. T., vol. 37, no. 1, pp. 60-72, 1991.
14. A. Isaksson, "Identification of ARX models subject to missing data," IEEE Auto C, vol. 38, no. 5, pp. 813-819, 1993.
15. I. Ziskind and D. Hertz, "Maximum likelihood localization of narrowband autoregressive sources via the EM algorithm," IEEE Trans. Sig. Proc., vol. 41, no. 8, pp. 2719-2724, 1993.
16. R. Lagendijk, J. Biemond, and D. Boekee, "Identification and restoration of noisy blurred images using the expectation-maximization algorithm," IEEE Trans. ASSP, vol. 38, no. 7, pp. 1180-1191, 1990.
17. A. Katsaggelos and K. Lay, "Maximum likelihood blur identification and image restoration using the algorithm," IEEE Trans. Sig. Proc., vol. 39, no. 3, pp. 729-733, 1991.
18. A. Ansari and R. Viswanathan, "Application of EM algorithm to the detection of direct sequence signal in pulsed noise jamming," IEEE Trans. Com., vol. 41, no. 8, pp. 1151-1154, 1993.
19. M. Feder, "Parameter estimation and extraction of helicopter signals observed with a wide-band interference," IEEE Trans. Sig. Proc., vol. 41, no. 1, pp. 232-244, 1993.
20. G. Kaleh, "Joint parameter estimation and symbol detection for linear and nonlinear unknown channels," IEEE Trans. Com., vol. 42, no. 7, pp. 2506-2413, 1994.
21. W. Byrne, "Alternating minimization and Boltzman machine learning," IEEE Trans. Neural Net., vol. 3, no. 4, pp. 612-620, 1992.
22. M. Jordan and R. Jacobs, "Hierarchical mixtures of experts and the EM algorithm," Neural Comp., vol. 6, no. 2, pp. 181-214, 1994.
23. R. Streit and T. Luginbuh, "ML training of probabilistic neural networks," IEEE Trans. Neural Net., vol. 5, no. 5, pp. 764-783, 1994.
24. M. Miller and D. Fuhrmann, "Maximum likelihood narrow-band direction finding and the EM algorithm," IEEE Trans. ASSP, vol. 38, no. 9, pp. 1560-1577, 1990.
25. S. Vaseghi and P. Rayner, "Detection and suppression of impulsive noise in speech communication systems," IEE Proc-I, vol. 137, no. 1, pp. 38-46, 1990.
26. E. Weinstein, A. Oppenheim, M. Feder, and J. Buck, "Iterative and sequential algorithms for multisensor signal enhancement," IEEE Trans. Sig. Proc., vol. 42, no. 4, pp. 846-859, 1994.
27. S.E. Bialkowski, "Expectation-maximization (EM) algorithm for regression, deconvolution, and smoothing of shot-noise limited data," Journal of Chemometrics, 1991.
28. C. Georghiades and D. Snyder, "The EM algorithm for symbol unsynchronized sequence detection," IEEE Comun., vol. 39, no. 1, pp. 54-61, 1991.
29. N. Antoniadis and A. Hero, "Time-delay estimation for filtered Poisson processes using an EM-type algorithm," IEEE Trans. Sig. Proc., vol. 42, no. 8, pp. 2112-2123, 1994.
30. M. Segal and E. Weinstein, "The cascade EM algorithm," P. IEEE, vol. 76, no. 10, pp. 1388-1390, 1988.
31. C. Gyulai, S. Bialkowski, G. S. Stiles, and L. Powers, "A comparison of three multi-platform message-passing interfaces on an expecation-maximization algorithm," in Proceedings of the 1993 World Conference on Transputers, pp. 451-464, 1993.
32. R.E. Blahut, "Computation of channel capacity and rate-distortion functions," IEEE Trans. Infor. Th., vol. 18, pp. 460-473, July 1972.
33. I. Csiszar and G. Tusnday, "Information geometry and alternating minimization procedures," Statistics and Decisions, Supplement Issue 1, 1984.
34. J.G. Proakis, Digital Communications. McGraw Hill, 3rd ed., 1995.
35. R.O. Duda and P.E. Hart, Pattern Classification and Scene Analysis. Wiley, 1973.
36. P.J. Bickel and K.A. Doksum, Mathematical Statistics. Holden-Day, 1977.
37. C. Wu, "On the convergence properties of the EM algorithm," Ann. Statist., vol. 11, no. 1, pp. 95-103, 1983.
38. R.A. Boyles, "On the convergence of the EM algorithm," J. Roy. Sta. B., vol.45, no. 1, pp. 47-50, 1983.
39. B. Widrow and S.D. Stearns, Adaptive Signal Processing. Prentice-Hall, 1985.
40. J.C. Stevens and K.K. Ahuja, "Recent advances in active noise control," AIAA Journal, vol. 29, no. 7, pp. 1058-1067, 1991.
41. M. Feder, A. Oppenheim, and E. Weinstein, "Maximum likelihood noise cancellation using the EM algorithm," IEEE Trans. ASSP., vol. 37, no. 2, pp. 204-216, 1989.
42. S.M. Kay, Modern Spectral Estimation. Prentice-Hall, 1988.
43. Y. Singer, "Dynamical encoding of cursive handwriting," Biol. Cybern., vol. 71, no. 3, pp. 227-237, 1994.
44. J. Picone, "Continuous speech recognition using hidden Markov models," Signal Processing Magazine, vol. 7, p. 41, July 1990.
45. L.E. Baum, T. Petrie, G. Soules, and N. Weiss, "A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains," Ann. Math. Stat., vol. 41, no, 1, pp. 164-171, 1970.
46. S. Verdu, "Optimum multiuser asymptotic efficiency," IEEE Trans. Com., vol. COM-34, no. 9, pp. 890-896, September 1986.
47. H.V. Poor, "On parameter estimation in DS/SSMA formats," in Proceedings of the International Conference on Advances in Communications and Control Systems, 1988.
48. R. Lupas and S. Verdu, "Near-far resistance of multiuser detectors in asynchronous channels," IEEE Trans. Comm, vol. 38, pp. 496-508, April 1990.
49. A.V. Oppenheim, E. Weinsten, K. C. Zangi, M. Feder, and D. Gauger, "Single-sensor active noise cancellation based on the EM algorithm," ICASSP, 1992.
50. L. Scharf, Statistical Signal Processing: Detection, Estimation, and Time Series Analysis. Addison Wesley, 1991.
51. H.L.V. Trees, Detection, Estimation, and Modulation Theory, Part I. New York; John Wiley and Sons, 1968.