ML parameter estimation of a multiscale stochastic process using the EM algorithm

Ashvin Kannan, Mari Ostendorf, William Clement Karl, David A. CastaƱon, Randall K. Fish. ML parameter estimation of a multiscale stochastic process using the EM algorithm. IEEE Transactions on Signal Processing, 48(6):1836-1840, 2000. [doi]

Abstract

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