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]

@article{KannanOKCF00,
  title = {ML parameter estimation of a multiscale stochastic process using the EM algorithm},
  author = {Ashvin Kannan and Mari Ostendorf and William Clement Karl and David A. CastaƱon and Randall K. Fish},
  year = {2000},
  doi = {10.1109/78.845950},
  url = {http://dx.doi.org/10.1109/78.845950},
  researchr = {https://researchr.org/publication/KannanOKCF00},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {48},
  number = {6},
  pages = {1836-1840},
}