Cyclic minimizers, majorization techniques, and the expectation-maximization algorithm: A refresher

IEEE Signal Processing Magazine

Volumn 21, Issue 1, 2004, Pages 112-114

  Stoica, Petre ^a   Selén, Yngve ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION;

CYCLIC MINIMIZER; EXPECTATION-MAXIMIZATION ALGORITHM;

SIGNAL PROCESSING;

EID: 85032752237     PISSN: 10535888     EISSN: None     Source Type: Journal    
DOI: 10.1109/MSP.2004.1267055     Document Type: Article

References (8)

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3. A.P. Dempster, N.M. Laird, and D.B. Rubin, "Maximum likelihood from incomplete data via the EM algorithm," J. Roy. Stat. Soc. Ser., vol. 39, no. 1, 1-38, 1977.
4. M. Feder and E. Weinstein, "Parameter estimation of superimposed signals using the EM algorithm," IEEE Trans. Acoust., Speech, Signal Processing, vol. 36, no. 4, pp. 477-489, Apr. 1998.
5. J.A. Fessler and A.O. Hero, "Space-alternating generalized expectation-maximization algorithm," IEEE Trans. Signal Processing, vol. 42, no. 10, pp. 2664-2667, Oct. 1994.
6. W.J. Heiser, "Convergent computation by iterative majorization: Theory and applications in multidimensional data analysis," in Recent Advances in Descriptive Multivariate Analysis, W.J. Krzanowski, Ed. Oxford Univ. Press, 1995, pp. 157-189.
7. G.J. McLachlan and T. Krishnan. The EM Algorithm and Extensions. New York: Wiley, 1997.
8. T.K. Moon, "The expectation-maximization algorithm," IEEE Signal Processing Mag., vol. 13, pp. 47-60, Nov. 1996.