Title :
Hidden Markov model signal processing for errors-in-variables communication channels
Author :
Krishnamurthy, Vikram ; Logothetis, Andrew
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
Abstract :
We propose maximum-likelihood (ML) estimation of errors in variables models with finite-state Markovian disturbances. Such models have applications in Econometrics, speech processing, communication systems and neurobiological signal processing. We derive the maximum likelihood (ML) model estimates using the expectation maximization (EM) algorithm
Keywords :
economic cybernetics; error statistics; hidden Markov models; maximum likelihood estimation; signal processing; speech processing; telecommunication channels; EM algorithm; MLE; communication systems; econometrics; errors in variables communication channels; expectation maximization algorithm; finite-state Markovian disturbances; hidden Markov model; maximum-likelihood estimation; neurobiological signal processing; signal processing; speech processing; variables models; Biological system modeling; Biomedical signal processing; Communication channels; Hidden Markov models; Kalman filters; Maximum likelihood estimation; Signal processing; Signal processing algorithms; State estimation; Yttrium;
Conference_Titel :
Global Telecommunications Conference, 1995. GLOBECOM '95., IEEE
Print_ISBN :
0-7803-2509-5
DOI :
10.1109/GLOCOM.1995.502565
