Optimal multiple source location estimation via the EM algorithm

We developed an algorithm for multiple source localization based on the Estimate-Maximize (EM) method. The EM method is an iterative algorithm that converges to the Maximum Likelihood (ML) estimate of the unknown parameters by exploiting the stochastic syctem under consideration. In our case the algorithm will converge to the exact ML estimates of the various sources location parameters, where each iteration increases the likelihood of those parameters.