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Hidden Markov modeling of noise periodograms using Rayleigh mixture models

Sorensen, Karsten Vandborg and Andersen, Sören Vang LU (2005) 39th Asilomar Conference on Signals, Systems and Computers, 2005 In 2005 39th Asilomar Conference on Signals, Systems and Computers, Vols 1 and 2 p.1666-1670
Abstract
In this paper, we derive an Expectation-Maximization algorithm for hidden Markov models (HMMs) with a multivariate Rayleigh mixture model (RMM) in each state. We compare the use of multivariate RMMs to multivariate Gaussian mixture models in the general case where the HMM is a dynamic model and for the special case where it has a single state and reduces to a static model. We evaluate the proposed method when used to model probability density of periodpgrams from real-life noise sources and white Gaussian noise, which we include for reference purposes.
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author
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
in
2005 39th Asilomar Conference on Signals, Systems and Computers, Vols 1 and 2
pages
1666 - 1670
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
conference name
39th Asilomar Conference on Signals, Systems and Computers, 2005
external identifiers
  • WOS:000238142000321
  • Scopus:33847673637
language
English
LU publication?
no
id
f4ab7ba6-f9df-42a9-8454-426e953a09ba (old id 4092538)
date added to LUP
2013-10-17 10:41:51
date last changed
2017-01-01 08:07:00
@inproceedings{f4ab7ba6-f9df-42a9-8454-426e953a09ba,
  abstract     = {In this paper, we derive an Expectation-Maximization algorithm for hidden Markov models (HMMs) with a multivariate Rayleigh mixture model (RMM) in each state. We compare the use of multivariate RMMs to multivariate Gaussian mixture models in the general case where the HMM is a dynamic model and for the special case where it has a single state and reduces to a static model. We evaluate the proposed method when used to model probability density of periodpgrams from real-life noise sources and white Gaussian noise, which we include for reference purposes.},
  author       = {Sorensen, Karsten Vandborg and Andersen, Sören Vang},
  booktitle    = {2005 39th Asilomar Conference on Signals, Systems and Computers, Vols 1 and 2},
  language     = {eng},
  pages        = {1666--1670},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  title        = {Hidden Markov modeling of noise periodograms using Rayleigh mixture models},
  year         = {2005},
}