A filtered EM algorithm for joint hidden Markov model and sinusoidal parameter estimation.
Vikram KrishnamurthyRobert J. ElliottPublished in: IEEE Trans. Signal Process. (1995)
Keyphrases
- parameter estimation
- hidden markov models
- em algorithm
- expectation maximization
- maximum likelihood
- baum welch
- mixture model
- maximum likelihood estimation
- gaussian mixture model
- statistical models
- gaussian mixture
- generative model
- log likelihood
- hidden variables
- approximate inference
- sequential data
- maximum a posteriori
- probability density function
- likelihood function
- conditional random fields
- estimate the model parameters
- posterior distribution
- incomplete data
- parameter learning
- gibbs sampling
- density estimation
- markov models
- least squares
- bayesian framework
- probabilistic model