ML parameter estimation of a multiscale stochastic process using the EM algorithm
نویسندگان
چکیده
An algorithm for estimation of the parameters of a multiscale stochastic process based on scale-recursive dynamics on trees is presented. The expectation-maximization algorithm is used to provide maximum likelihood estimates for the general case of a nonhomogeneous tree with no fixed structure for the process dynamics. Experimental results are presented using synthetic data.
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ورودعنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 48 شماره
صفحات -
تاریخ انتشار 2000