Cyclic minimizers, majorization techniques, and the expectation-maximization algorithm:: A refresher

被引：233

作者：

Stoica, P ^{[1
]}

Selén, Y ^{[1
]}

机构：

[1] Uppsala Univ, Dept Informat Technol, Syst & Control Div, S-75105 Uppsala, Sweden

来源：

IEEE SIGNAL PROCESSING MAGAZINE | 2004年 / 21卷 / 01期

关键词：

D O I：

10.1109/MSP.2004.1267055

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A review is given of three approaches that can be used to minimize functions of the type encountered in parameter estimation problems. The first two approaches, the cyclic minimization and the majorization technique, are quite general, whereas the third one, the expectation-maximization (EM) algorithm, is tied to the use of the maximum likelihood (ML) method for parameter estimation.

引用

页码：112 / 114

页数：3

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