IEEE Transactions on Communication, ( ISI ), Volume (47), No (9), Year (1999-9) , Pages (1297-1302)

Title : ( EM-based recursive estimation of channel parameters )

Authors: Hossein Zamiri Jafarian , S. Pasupathy ,

Citation: BibTeX | EndNote

Abstract—Recursive (online) expectation–maximization (EM) algorithm along with stochastic approximation is employed in this paper to estimate unknown time-invariant/variant parameters. The impulse response of a linear system (channel) is modeled as an unknown deterministic vector/process and as a Gaussian vec- tor/process with unknown stochastic characteristics. Using these models which are embedded in white or colored Gaussian noise, different types of recursive least squares (RLS), Kalman filtering and smoothing and combined RLS and Kalman-type algorithms are derived directly from the recursive EM algorithm. The estimation of unknown parameters also generates new recursive algorithms for situations, such as additive colored noise modeled by an autoregressive process. The recursive EM algorithm is shown as a powerful tool which unifies the derivations of many adaptive estimation methods.

Keywords

, Adaptive estimation, colored noise, estimation and maximization algorithm, estimation theory, Kalman filtering, maximum-likelihood estimation, recursive
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@article{paperid:1012907,
author = {Zamiri Jafarian, Hossein and S. Pasupathy},
title = {EM-based recursive estimation of channel parameters},
journal = {IEEE Transactions on Communication},
year = {1999},
volume = {47},
number = {9},
month = {September},
issn = {0090-6778},
pages = {1297--1302},
numpages = {5},
keywords = {Adaptive estimation; colored noise; estimation and maximization algorithm; estimation theory; Kalman filtering; maximum-likelihood estimation; recursive estimation.},
}

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%0 Journal Article
%T EM-based recursive estimation of channel parameters
%A Zamiri Jafarian, Hossein
%A S. Pasupathy
%J IEEE Transactions on Communication
%@ 0090-6778
%D 1999

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