Title :
On approximate maximum likelihood methods for blind identification: How to copewith the curse of dimensionality
Author :
Barembruch, Steffen ; Garivier, Aurelien ; Moulines, Eric
Abstract :
We discuss approximate maximum likelihood methods for blind identification and deconvolution. These algorithms are based on particle approximation versions of the EM algorithm. We consider two different methods which differ in the way the posterior distribution of the symbols is computed. The first algorithm is based on a novel particle approximation method of the fixed-interval smoothing whereas the second uses fixed lag smoothing. We compare the two algorithms in a Monte-Carlo experiment; these two methods perform significantly better than the EMVA algorithm, which is considered as the state of the art in this area.
Keywords :
Monte Carlo methods; approximation theory; blind source separation; deconvolution; maximum likelihood estimation; Monte-Carlo experiment; approximate maximum likelihood methods; blind deconvolution; blind identification; fixed lag smoothing; fixed-interval smoothing; particle approximation method; Additive noise; Approximation algorithms; Chirp modulation; Computational complexity; Digital communication; Gaussian noise; Hidden Markov models; Maximum likelihood estimation; Smoothing methods; State-space methods;
Conference_Titel :
Signal Processing Advances in Wireless Communications, 2008. SPAWC 2008. IEEE 9th Workshop on
Conference_Location :
Recife
Print_ISBN :
978-1-4244-2045-2
Electronic_ISBN :
978-1-4244-2046-9
DOI :
10.1109/SPAWC.2008.4641686