Parameter estimation with missing data via equalization-maximization

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn IV, Issue , 2005, Pages 57-60

  Stoica, Petre ^a   Xu, Luzhou ^b   Li, Jian ^b  

^a UPPSALA UNIVERSITY   (Sweden)

^b University of Florida   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATION THEORY; DATA REDUCTION; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; PROBLEM SOLVING;

COMPUTATIONAL SPEED; EQUALIZATION-MAXIMIZATION; EXPECTATION-MAXIMIZATION (EM) ALGORITHM; GAUSSIAN AUTOREGRESSIVE TIME;

PARAMETER ESTIMATION;

EID: 33646788464     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2005.1415944     Document Type: Conference Paper

References (6)

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2. R. J. A. Little and D. B. Rubin, Statistical Analysis with Missing Data. John Wiley & Sons, New York, 2002.
3. J. D. Sargan and E. G. Drettakis, "Missing data in an autoregressive model," International Economic Review, vol. 15, pp. 39-58, February 1974.
4. R. B. Miller and O. Ferreiro, "A strategy to complete a time series with missing observations," In E. Parzen, Ed., Time Series Analysis of Irregularly Observed Data, College Station, TX, pp. 251-275, 1984.
5. R. Wallin, A. J. Isaksson, and L. Ljung, "An iterative method for identification of ARX models from incomplete data," Proceedings of the 39th IEEE conference on Decision and Control. Sydney, Australia, December 2000.
6. P. Stoica, L. Xu, and J. Li, "A new type of parameter estimation algorithm for missing data problems," submitted to Statistics and Probability Letters, September 2004.