The cascade EM algorithm

Author

Segal, Michael ; Weinstein, Ehud

Author_Institution

Dept. of Electron. Syst., Tel-Aviv Univ., Israel

Volume

76

Issue

10

fYear

1988

fDate

10/1/1988 12:00:00 AM

Firstpage

1388

Lastpage

1390

Abstract

The estimate-maximize (EM) algorithm is an iterative method for finding maximum-likelihood parameter estimates from incomplete data. The authors develop an extension of the EM algorithm that may be useful in accelerating the algorithm and in simplifying the computations involved. The extension works with an intermediate complete data specification, and performs intermediate steps at some iterations. The authors consider the problem of parameter identification of a continuous-time linear dynamic system given discrete-time observations, and show that the proposed algorithm accelerates the convergence of the EM algorithm and simplifies the computations involved

Keywords

iterative methods; linear systems; parameter estimation; EM algorithm; continuous-time linear dynamic system; convergence; discrete-time observations; estimate-maximize algorithm; intermediate complete data specification; iterative method; maximum-likelihood parameter estimates; Acceleration; Array signal processing; Biomedical imaging; Image analysis; Iterative algorithms; Iterative methods; Maximum likelihood estimation; Parameter estimation; System identification; Time series analysis;

fLanguage

English

Journal_Title

Proceedings of the IEEE

Publisher

ieee

ISSN

0018-9219

Type

jour

DOI

10.1109/5.16341

Filename

16341