Recursive EM and SAGE algorithms

被引:0
|
作者
Chung, PJ [1 ]
Böhme, JF [1 ]
机构
[1] Ruhr Univ Bochum, Dept Elect Engn & Informat Sci, D-44780 Bochum, Germany
来源
2001 IEEE WORKSHOP ON STATISTICAL SIGNAL PROCESSING PROCEEDINGS | 2001年
关键词
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This work is concerned with recursive procedures in which the data run through sequentially. Two stochastic approximation recursions derived from EM and SAGE algorithms are proposed. We show that under regularity conditions, these recursions lead to strong consistency and asymptotic normality. Although the recursive EM and SAGE algorithm do not have the optimal convergence rate. they are usually easy to implement. As an example, we derive recursive procedures for direction of arrival (DOA) estimation. In numerical experiments both algorithms provide good results for low computational cost.
引用
收藏
页码:540 / 543
页数:4
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