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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