THE EXTENDED LEAST-SQUARES AND THE JOINT MAXIm-A-POSTERIORI - MAXIMUM-LIKELIHOOD ESTIMATION CRITERIA

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

Volumn 4, Issue , 1999, Pages 1813-1816

  Yeredor, Arie ^a   Weinstein, Ehud ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

ERRORS; ITERATIVE METHODS; PARAMETER ESTIMATION;

APPROXIMATE MODELING; ESTIMATION CRITERION; EXTENDED LEAST SQUARES; LEAST SQUARES ESTIMATION; MA XIMUM LIKELIHOODS; MAXIMUM-LIKELIHOOD; MAXIMUM-LIKELIHOOD ESTIMATION; MODELING EQUATIONS; POSTERIORI; SOUGHT PARAMETERS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 84946017428     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.1999.758273     Document Type: Conference Paper

References (11)

1. G.H. Golub and C.F. Van Loan, "An analysis of the total least squares problem," SIAM J. Numer. Anal., vol. 17, no. 4, pp. 883-893, 1979.
2. S. Van Huffel and J. Vandewalle, The Total Least Squares Problem: Computational Aspects and Analysis, Frontiers in Applied Mathematics series, vol. 9, SIAM, Philadelphia, 1991.
3. S. Van Huffel, Ed., Recent Advances in Total Least Squares Tech-niques and Errors-In-Variables Modeling, SIAM Proceedings Series. SIAM, Philadelphia, 1997.
4. E.M. Dowling, R.D. DeGroat, and D.A. Linebarger, 'Total least squares with linear constrains," Proc. ICASSP-92, vol. 5, pp. 341-344, 1992.
5. T.J. Abatzoglou, J.M. Mendel, and G.A. Harada, "The constrained total least squares technique and its application to harmonic super-resolution," IEEE Trans. Signal Processing, vol. vol. 39, no. 5, pp. 1070-1087, 1991.
6. J.A. Cadzow, 'Total least squares, matrix enhancement, and signal processing," Digital Signal Processing, vol. 4, pp. 21-39, 1994.
7. B. De Moor, 'Total least squares for affinely structured matrices and the noisy realization problem," IEEE Trans. Signal Processing, vol. 42, no. 11, pp. 3104-3113, 1994.
8. A. Yeredor, The Extended Least Squares Criterion for Discriminat-ing Measurement Errors from Model Errors: Algorithms, Applications, Analysis, Ph.D. thesis, Tel-Aviv University, Faculty of Engineering, Dept. of Electrical Engineering - Systems, 1997.
9. A.P. Dempster, N.M Laird, and D.B. Rubin, "Maximum likelihood from incomplete data via the EM algorithm," Ann. Royal Stat. Soc, vol. Ser.3g, pp. 1-38, 1977.
10. Y. Bar-Shalom, "Optimal simultaneous state estimation and parameter identification in linear discrete-time systems," IEEE Trans. Automatic Control, vol. 17, no. 3, pp. 308-319, 1972.
11. J.S. Lim and A.V. Oppenheim, "All-pole modeling of degraded speech," IEEE Trans. Acoustics, Speech and Signal Processing, vol. 26, no. 3, pp. 197-210, 1978.