Digital Signal Processing Reference
In-Depth Information
j,k,i p S j,k,i
j
N j 1
k
0 N j 1
p
w
=
| w
m
j,k,i ,
=
i
=
0
2
j,m
σ
=
.
N j p S j (
m
)
(10.16)
1.3 Iteration: Set p
=
p
+
1. If it converges (or p
=
N p ), then go to
Step 1.4; otherwise, go to Step 1.1.
1.4 Set c
j,k,i by
=
0 and set the elements in
p S j,k,i (
m
) =
p
(
S j,x, y
=
m
| w
j,x, y ,
)
,
(10.17)
j
x
y
x y w
2
j,x, y p
(
S j,x, y =
m
| w j,x, y ,
j )
2
j,k,i,m
σ
=
,
(10.18)
(
2 C j +
1
)
2 p S j,k,i (
m
)
x y
p
(
S j,x, y =
m
| w j,x, y ,
v j,x, y = v
,
j )
p V j,k,i | S j,k,i (v |
m
) =
.
p S j,k,i (
m
)
(10.19)
c j,k,i , k, i
Step 2. E step: Given
=
0 , 1 ,
...
,N j
1, calculate (Bayes
rule)
p S j,k,i | V j,k,i ,W j,k,i (
m
| w j,k,i ,
v j,k,i = v)
g w j,k,i |
j,k,i,m
p S j,k,i (
m
)
p V j,k,i | S j,k,i (v |
m
)
0 ,
σ
=
j,k,i,m .
(10.20)
1 m = 0
g w
p S j,k,i (
m
)
p V j,k,i | S j,k,i (v |
m
)
|
0 ,
σ
j,k,i
c
+
1
Step 3. M step: Compute the elements of
j,k,i , k, i
=
0 , 1 ,
...
,N j
1,
by
p S j,k,i (
m
) =
p S j,x, y | V j,x, y ,W j,x, y (
m
| w j,x, y ,
v j,x, y )
,
(10.21)
x
y
x y w
j,x, y p S j,x, y | V j,x, y ,W j,x, y (
m
| w
j,x, y ,
v
)
j,x, y
j,k,i,m
σ
=
,
(
2 C j
+
1
)
2 p S j,k,i (
m
)
(10.22)
x y
p S j,x, y | V j,x, y ,W j,x, y (
m
| w j,x, y ,
v j,x, y = v)
p V j,k,i | S j,k,i (v |
m
) =
.
p S j,k,i (
m
)
(10.23)
Step 4. Iteration: Set c
=
c
+
1. If it converges (or c
=
N c ), then stop;
otherwise, go to Step 2.
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