A fast recursive algorithm for the maximum likelihood estimation of the parameters of a periodic signal.
Langford B. WhitePublished in: IEEE Trans. Signal Process. (1993)
Keyphrases
- maximum likelihood estimation
- recursive algorithm
- maximum likelihood
- em algorithm
- parameter estimation
- expectation maximization
- multivariate gaussian
- probability distribution
- hypothesis testing
- mixture of gaussians
- least squares
- poisson noise
- log likelihood function
- upper bound
- mixture model
- density function
- statistical analysis
- markov random field
- state space
- feature selection