Expectation maximization algorithms for MAP estimation of jump Markov linear systems

IEEE Transactions on Signal Processing

Volumn 47, Issue 8, 1999, Pages 2139-2156

  Logothetis, Andrew ^a   Krishnamurthy, Vikram ^b  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; KALMAN FILTERING; LINEAR SYSTEMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; STATE ESTIMATION;

EXPECTATION MAXIMIZATION ALGORITHM; HIDDEN MARKOV MODELS; KALMAN SMOOTHER; MARKOV LINEAR SYSTEM; MAXIMUM LIKELIHOOD STATE SEQUENCE ESTIMATION; VITERBI ALGORITHM;

DATA PROCESSING;

EID: 0033171351     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.774753     Document Type: Article

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