Cart (Loading....) | Create Account
Close category search window

Parameter estimation for autoregressive Gaussian-mixture processes: the EMAX algorithm

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

4 Author(s)

The problem of estimating parameters of discrete-time non-Gaussian autoregressive (AR) processes is addressed. The subclass of such processes considered is restricted to those whose driving noise samples are statistically independent and identically distributed according to a Gaussian-mixture probability density function (PDF). Because the likelihood function for this problem is typically unbounded in the vicinity of undesirable, degenerate parameter estimates, a global maximum likelihood approach is not appropriate. Hence, an alternative approach is taken whereby a finite local maximum of the likelihood surface is sought. This approach, which is termed the quasi-maximum likelihood (QML) approach, is used to obtain estimates of the AR parameters as well as the means, variances, and weighting coefficients that define the Gaussian-mixture PDF. A technique for generating solutions to the QML problem is derived using a generalized version of the expectation-maximization principle

Published in:

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on  (Volume:5 )

Date of Conference:

21-24 Apr 1997

Need Help?

IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.