MAXIMUM-LIKELIHOOD ESTIMATION FOR MULTIVARIATE OBSERVATIONS OF MARKOV SOURCES

被引:183
作者
LIPORACE, LA
机构
关键词
D O I
10.1109/TIT.1982.1056544
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:729 / 734
页数:6
相关论文
共 15 条
[1]  
BAHL L, 1974, IEEE T INFORM THEORY, P284
[2]   A MAXIMIZATION TECHNIQUE OCCURRING IN STATISTICAL ANALYSIS OF PROBABILISTIC FUNCTIONS OF MARKOV CHAINS [J].
BAUM, LE ;
PETRIE, T ;
SOULES, G ;
WEISS, N .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (01) :164-&
[3]  
BAUM LE, 1967, AM MATH SOC B, V73, P360
[4]  
Baum LE, 1972, INEQUALITIES, V3, P1
[5]   ON A CLASS OF PROCESSES ARISING IN LINEAR ESTIMATION THEORY [J].
BLAKE, IF ;
THOMAS, JB .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1968, 14 (01) :12-+
[6]  
CHANG RW, 1966, IEEE T INFORM THEORY, V12, P464
[7]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[8]  
Fan K., 1950, MEMORIAL SCI MATH, VCXIV
[9]  
FORNEY GD, 1973, IEEE P, V61, P266
[10]   RANDOM SEQUENCES WITH SPHERICAL SYMMETRY [J].
KINGMAN, JFC .
BIOMETRIKA, 1972, 59 (02) :492-494