Documenti di Didattica
Documenti di Professioni
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Introduction to EM algorithm
2.2
Measurements
2.1
1.9
1.8
1.7
1.6
1.5
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2.3
Measurements
2.2 LS
2.1
1.9
1.8
1.7
1.6
1.5
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2.1
1.9
1.8
1.7
1.6
1.5
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
(ML) solution)
1.6
{
Q(q , qˆk ) = E log f (x | q ) | y, qˆk }
– Maximization step (M-step)
• Maximize the Q-function in the E-step (basically, the data of
the E-step is used as it were measured observations)
M
= max{0, y 2 - 1}
q The zero in above result becomes from the fact that we know that
the variance is always non-negative
ˆ 1 E[ S 2
| Y , qˆk ]
Q(q , q k ) = C - ln q -
2 2q
q At the steady state (qˆk +1 = qˆk ) we get the same value for the
estimate as in ML estimation (max{0,y2-1})
q What about the convergence? What if we choose the initial value
qˆ = 0
0
including 10 coin tosses in each set THHHTHHHTH 7H,3T Example calculations for the
first set (qˆA(0) = 0.6, qˆB(0) = 0.5)
q If we know which of the coins are 24H, 6T 9H, 11T æ10 ö
5 sets, 10 tosses per set ç ÷ × 0.6 × 0.4 » 0.201
5 5
are tossed in each set, ML ? THHHTHHHTH 0.45 x 0.55 x ≈2.2H, 2.2T ≈2.8H, 2.8T
Some communications related papers using the EM algorithm (continues in the next slide):
5. Borran, M.J.; Nasiri-Kenari, M., "An efficient detection technique for synchronous CDMA communication systems
based on the expectation maximization algorithm," Vehicular Technology, IEEE Transactions on , vol.49, no.5,
pp.1663,1668, Sep 2000
6. Cozzo, C.; Hughes, B.L., "The expectation-maximization algorithm for space-time communications," Information
Theory, 2000. Proceedings. IEEE International Symposium on , vol., no., pp.338,, 2000
7. Rad, K. R.; Nasiri-Kenari, M., "Iterative detection for V-BLAST MIMO communication systems based on expectation
maximisation algorithm," Electronics Letters , vol.40, no.11, pp.684,685, 27 May 2004
8. Barembruch, S.; Scaglione, A.; Moulines, E., "The expectation and sparse maximization algorithm," Communications
and Networks, Journal of , vol.12, no.4, pp.317,329, Aug. 2010
9. Panayirci, E., "Advanced signal processing techniques for wireless communications," Signal Design and its
Applications in Communications (IWSDA), 2011 Fifth International Workshop on , vol., no., pp.1,1, 10-14 Oct. 2011
10. O'Sullivan, J.A., "Message passing expectation-maximization algorithms," Statistical Signal Processing, 2005
IEEE/SP 13th Workshop on , vol., no., pp.841,846, 17-20 July 2005
11. Etzlinger, Bernhard; Haselmayr, Werner; Springer, Andreas, "Joint Detection and Estimation on MIMO-ISI Channels
Based on Gaussian Message Passing," Systems, Communication and Coding (SCC), Proceedings of 2013 9th
International ITG Conference on , vol., no., pp.1,6, 21-24 Jan. 2013