Cumulant based parameter estimation of multichannel moving-average processes.
Yujiro InouyeGeorgios B. GiannakisJerry M. MendelPublished in: ICASSP (1988)
Keyphrases
- parameter estimation
- moving average
- autoregressive
- random fields
- maximum likelihood
- least squares
- model selection
- em algorithm
- markov random field
- approximate inference
- statistical models
- parameter estimation algorithm
- expectation maximization
- model fitting
- exponential smoothing
- structure learning
- posterior distribution
- motion estimation
- probabilistic model
- image segmentation
- arma model
- arima model
- multiresolution