{"id":"https://openalex.org/W2057072246","doi":"https://doi.org/10.1109/78.365328","title":"A filtered EM algorithm for joint hidden Markov model and sinusoidal parameter estimation","display_name":"A filtered EM algorithm for joint hidden Markov model and sinusoidal parameter estimation","publication_year":1995,"publication_date":"1995-01-01","ids":{"openalex":"https://openalex.org/W2057072246","doi":"https://doi.org/10.1109/78.365328","mag":"2057072246"},"language":"en","primary_location":{"id":"doi:10.1109/78.365328","is_oa":false,"landing_page_url":"https://doi.org/10.1109/78.365328","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068804090","display_name":"Vikram Krishnamurthy","orcid":"https://orcid.org/0000-0002-4170-6056"},"institutions":[{"id":"https://openalex.org/I118347636","display_name":"Australian National University","ror":"https://ror.org/019wvm592","country_code":"AU","type":"education","lineage":["https://openalex.org/I118347636"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"V. Krishnamurthy","raw_affiliation_strings":["CRASYS Department of Systems Engineering Research School of Physical Sciences and Engineering, Australian National University, Canberra, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CRASYS Department of Systems Engineering Research School of Physical Sciences and Engineering, Australian National University, Canberra, Australia","institution_ids":["https://openalex.org/I118347636"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5045670674","display_name":"Robert J. Elliott","orcid":"https://orcid.org/0000-0002-5486-6999"},"institutions":[{"id":"https://openalex.org/I154425047","display_name":"University of Alberta","ror":"https://ror.org/0160cpw27","country_code":"CA","type":"education","lineage":["https://openalex.org/I154425047"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"R.J. Elliott","raw_affiliation_strings":["Department of Statistics and Applied Probability, University of Alberta, Edmonton, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics and Applied Probability, University of Alberta, Edmonton, Canada","institution_ids":["https://openalex.org/I154425047"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.19030951,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"43","issue":"1","first_page":"353","last_page":"358"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9941999912261963,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.701798677444458},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.6836451292037964},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6146271228790283},{"id":"https://openalex.org/keywords/expectation\u2013maximization-algorithm","display_name":"Expectation\u2013maximization algorithm","score":0.6135432124137878},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.5085223913192749},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.494130402803421},{"id":"https://openalex.org/keywords/white-noise","display_name":"White noise","score":0.4551416039466858},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.4451422691345215},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.42855730652809143},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.4278677701950073},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.4245503842830658},{"id":"https://openalex.org/keywords/polynomial","display_name":"Polynomial","score":0.41608792543411255},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.35598456859588623},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.30468320846557617},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.18522429466247559},{"id":"https://openalex.org/keywords/maximum-likelihood","display_name":"Maximum likelihood","score":0.14326030015945435},{"id":"https://openalex.org/keywords/speech-recognition","display_name":"Speech recognition","score":0.12950527667999268}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.701798677444458},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.6836451292037964},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6146271228790283},{"id":"https://openalex.org/C182081679","wikidata":"https://www.wikidata.org/wiki/Q1275153","display_name":"Expectation\u2013maximization algorithm","level":3,"score":0.6135432124137878},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.5085223913192749},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.494130402803421},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.4551416039466858},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.4451422691345215},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.42855730652809143},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.4278677701950073},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.4245503842830658},{"id":"https://openalex.org/C90119067","wikidata":"https://www.wikidata.org/wiki/Q43260","display_name":"Polynomial","level":2,"score":0.41608792543411255},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.35598456859588623},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.30468320846557617},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.18522429466247559},{"id":"https://openalex.org/C49781872","wikidata":"https://www.wikidata.org/wiki/Q1045555","display_name":"Maximum likelihood","level":2,"score":0.14326030015945435},{"id":"https://openalex.org/C28490314","wikidata":"https://www.wikidata.org/wiki/Q189436","display_name":"Speech recognition","level":1,"score":0.12950527667999268},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/78.365328","is_oa":false,"landing_page_url":"https://doi.org/10.1109/78.365328","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1927628875","https://openalex.org/W1980701354","https://openalex.org/W1991515305","https://openalex.org/W2005775198","https://openalex.org/W2049633694","https://openalex.org/W2055319722","https://openalex.org/W2062516164","https://openalex.org/W2115916404","https://openalex.org/W2125838338","https://openalex.org/W2165105659","https://openalex.org/W2169119107","https://openalex.org/W3129711340"],"related_works":["https://openalex.org/W1510894296","https://openalex.org/W2134386692","https://openalex.org/W2082284720","https://openalex.org/W2194396582","https://openalex.org/W2116722627","https://openalex.org/W2537260108","https://openalex.org/W2379938888","https://openalex.org/W4252706329","https://openalex.org/W4233405330","https://openalex.org/W2792905593"],"abstract_inverted_index":{"Derives":[0],"finite-dimensional":[1],"discrete-time":[2,9],"filters":[3,32,134],"for":[4,44,137],"estimating":[5],"the":[6,40,50,62,65,91,94,98,101,115,127,133,141],"parameters":[7,53,63],"of":[8,17,24,49,64,70,93,100,129],"finite-state":[10],"Markov":[11,51,95],"chains":[12],"imbedded":[13],"in":[14,39,90],"a":[15],"mixture":[16],"Gaussian":[18],"white":[19],"noise":[20],"and":[21,56,85,87],"deterministic":[22,66,71],"signals":[23,72,79],"known":[25],"functional":[26],"form":[27],"with":[28,80,97],"unknown":[29,81],"parameters.":[30],"The":[31,104],"that":[33],"are":[34,73,135],"derived":[35],"estimate":[36],"quantities":[37],"used":[38],"expectation-maximization":[41],"(EM)":[42],"algorithm":[43,107,117],"maximum":[45],"likelihood":[46],"(ML)":[47],"estimation":[48],"chain":[52],"(transition":[54],"probabilities":[55],"state":[57],"levels)":[58],"as":[59,61],"well":[60],"interference.":[67],"Two":[68],"types":[69],"considered:":[74],"periodic":[75,78],"or":[76],"almost":[77],"frequency":[82],"components,":[83],"amplitudes,":[84],"phases,":[86],"polynomial":[88,102],"drift":[89],"states":[92],"process":[96],"coefficients":[99],"unknown.":[103],"filter-based":[105],"EM":[106,116],"has":[108],"negligible":[109],"memory":[110,124],"requirements.":[111],"In":[112,131],"comparison,":[113],"implementing":[114],"using":[118],"smoothed":[119],"variables":[120],"(forward-backward":[121],"variables)":[122],"requires":[123],"proportional":[125],"to":[126],"number":[128],"observations.":[130],"addition,":[132],"suitable":[136],"multiprocessor":[138],"implementation":[139],"unlike":[140],"forward-backward":[142],"algorithm.&gt;":[143]},"counts_by_year":[],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}
