MAXIMUM A-POSTERIORI ESTIMATION OF TIME-VARYING ARMA PROCESSES FROM NOISY OBSERVATIONS

被引：15

作者：

DEMBO, A ^{[1
]}

ZEITOUNI, O ^{[1
]}

机构：

[1] TECHNION ISRAEL INST TECHNOL,DEPT ELECT ENGN,HAIFA,ISRAEL

来源：

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1988年 / 36卷 / 04期

关键词：

D O I：

10.1109/29.1551

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

引用

页码：471 / 476

页数：6

共 16 条

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[3] ON THE PARAMETERS ESTIMATION OF CONTINUOUS-TIME ARMA PROCESSES FROM NOISY OBSERVATIONS
DEMBO, A
ZEITOUNI, O
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1987, 32 (04) : 361 - 364
[4] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM
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LAIRD, NM
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[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01): : 1 - 38
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[6] Gelb A, 1992, APPL OPTIMAL ESTIMAT
[7] LIPSTER RS, 1977, STATISTICS RANDOM 1
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[10] Maybeck P. S., 1982, STOCHASTIC MODELS ES