Index Terms
- APL-Berlin-2000—an observation
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Robust maximum likelihood estimation for stochastic state space model with observation outliers
The objective of this paper is to develop a robust maximum likelihood estimation MLE for the stochastic state space model via the expectation maximisation algorithm to cope with observation outliers. Two types of outliers and their influence are studied ...
Estimating Correlation Coefficient Between Two Complex Signals Without Phase Observation
LVA/ICA 2015: Proceedings of the 12th International Conference on Latent Variable Analysis and Signal Separation - Volume 9237In this paper, we propose a method to estimate a correlation coefficient of two correlated complex signals on the condition that only the amplitudes are observed and the phases are missing. Our proposed method is based on a maximum likelihood ...
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