Browsing by Subject "Expectation-maximization algorithms"
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Bank filters for ML parameter estimation via the Expectation-Maximization algorithm: The continuous-time case (1998)In this paper we consider continuous-time partially observed systems in which the parameters are unknown. We employ conditional moment generating functions of integrals and stochastic integrals to derive new maximum-likelihood ...
Estimation and identification of time-varying long-term fading channels via the particle filter and the em algorithm (2011)In this paper, we are concerned with the estimation and identification of time-varying wireless longterm fading channels. The dynamics of the fading channels are captured using a mean-reverting linear stochastic differential ...