An efficient stochastic approximation em algorithm using conditional particle filters

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

Volumn , Issue , 2013, Pages 6274-6278

  Lindsten, Fredrik ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EXPECTATION MAXIMIZATION; INTERMEDIATE STATE; MAXIMUM LIKELIHOOD PARAMETER ESTIMATIONS; PARTICLE MARKOV CHAIN MONTE CARLO; SEQUENTIAL MONTE CARLO; SIMULATION STUDIES; STATE-SPACE MODELS; STOCHASTIC APPROXIMATIONS;

ALGORITHMS; APPROXIMATION THEORY; DISTRIBUTED COMPUTER SYSTEMS; SIGNAL FILTERING AND PREDICTION; TARGET TRACKING;

MONTE CARLO METHODS;

EID: 84890466476     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2013.6638872     Document Type: Conference Paper

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