Numerically Stable Implementations of the Structured Covariance Expectation-Maximization Algorithm

DOI10.1137/040609495MaRDI QIDQ3516133zbMATH OpenOpenAlexFDO

Authors Daniel R. Fuhrmann

Publication date 1 August 2008

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/040609495

zbMATH Keywords

EM algorithmsignal processingspectrum estimationstructured covariance estimationSVD

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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