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

被引：224

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

共 8 条

[1] Blatt D, 2003, LECT NOTES COMPUT SC, V2683, P164
[2] Kullback proximal algorithms for maximum-likelihood estimation
Chrétien, S
Hero, AO
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2000, 46 (05) : 1800 - 1810
[3] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM
DEMPSTER, AP
LAIRD, NM
RUBIN, DB
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01): : 1 - 38
[4] PARAMETER-ESTIMATION OF SUPERIMPOSED SIGNALS USING THE EM ALGORITHM
FEDER, M
WEINSTEIN, E
[J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1988, 36 (04): : 477 - 489
[5] SPACE-ALTERNATING GENERALIZED EXPECTATION-MAXIMIZATION ALGORITHM
FESSLER, JA
HERO, AO
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (10) : 2664 - 2677
[6] Heiser WJ., 1995, RECENT ADV DESCRIPTI, P157
[7] McLachlan G. J., 1997, EM ALGORITHM EXTENSI
[8] The expectation-maximization algorithm
Moon, TK
[J]. IEEE SIGNAL PROCESSING MAGAZINE, 1996, 13 (06) : 47 - 60

← 1 →